Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556762.5427 | 1494463.0956 | 62299.4471 | 3664107.7418 | 3921866.0475 | -257758.3057 |
Total P&L (%) | 1556.7625 | 1494.4631 | 62.2994 | 3664.1077 | 3921.866 | -257.7583 |
Avg Daily Profit (%) | 0.8591 | 0.8248 | 0.0344 | 0.2004 | 0.2041 | 0 |
Buy And Hold Return (%) | 504.7041 | 504.7041 | 504.7041 | 504.7041 | 504.7041 | 504.7041 |
Max Trade Drawdown | -102072 | -66995 | -61203 | -11219643 | -7182175 | -5261337 |
Profit Factor | 3.2934 | 5.419 | 1.1829 | 1.1227 | 1.2542 | 0.9822 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 35.7724 | 37.7049 | 33.871 | 35.7724 | 37.7049 | 33.871 |
Ratio Avg Win / Avg Loss | 5.9131 | 8.9532 | 2.3095 | 2.0157 | 2.0722 | 1.9175 |
Largest Winning Trade | 1041291 | 1041291 | 74318 | 6419721 | 6419721 | 3278642 |
Largest Losing Trade | -23698 | -23698 | -22596 | -1833237 | -1833237 | -1598961 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 81 | 72 | 92 | 81 | 72 | 92 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 5358 | 2399 | 2959 | 5358 | 2399 | 2959 |
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 | 405749 | -148595 | -491698 | -81654 | -157751 | -738730 |
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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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