Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144883.0569 | 1137291.6454 | 7591.4115 | 1061320.6685 | 1602667.0907 | -541346.4222 |
Total P&L (%) | 1144.8831 | 1137.2916 | 7.5914 | 1061.3207 | 1602.6671 | -541.3464 |
Avg Daily Profit (%) | 0.6315 | 0.6273 | 0.0042 | 0.1353 | 0.1565 | 0 |
Buy And Hold Return (%) | 482.8363 | 482.8363 | 482.8363 | 482.8363 | 482.8363 | 482.8363 |
Max Trade Drawdown | -102325 | -76003 | -91613 | -1406435 | -633910 | -897510 |
Profit Factor | 2.8642 | 5.2091 | 1.0221 | 1.1855 | 1.7015 | 0.8425 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 34.8837 | 32.5581 | 37.2093 | 34.8837 | 32.5581 | 37.2093 |
Ratio Avg Win / Avg Loss | 5.3465 | 10.7903 | 1.7247 | 2.2129 | 3.5246 | 1.4218 |
Largest Winning Trade | 732691 | 732691 | 75702 | 975735 | 975735 | 640958 |
Largest Losing Trade | -50421 | -33753 | -50421 | -400546 | -319787 | -400546 |
Avg Bars in Trades | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Winners | 146 | 131 | 159 | 146 | 131 | 159 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 7105 | 3305 | 3800 | 7105 | 3305 | 3800 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256690 | 301925 | -553062 | -38546 | 47901 | -584034 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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