Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1581868.9151 | 1483441.7688 | 98427.1462 | 8014853.1558 | 8746331.0792 | -731477.9234 |
Total P&L (%) | 1581.8689 | 1483.4418 | 98.4271 | 8014.8532 | 8746.3311 | -731.4779 |
Avg Daily Profit (%) | 0.8654 | 0.8115 | 0.0538 | 0.2408 | 0.2455 | 0 |
Buy And Hold Return (%) | 732.2916 | 732.2916 | 732.2916 | 732.2916 | 732.2916 | 732.2916 |
Max Trade Drawdown | -94593 | -79337 | -51871 | -16975683 | -13536088 | -7460456 |
Profit Factor | 3.3812 | 5.2912 | 1.3089 | 1.1632 | 1.3087 | 0.9648 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 35.8779 | 36.9231 | 34.8485 | 35.8779 | 36.9231 | 34.8485 |
Ratio Avg Win / Avg Loss | 6.043 | 9.0392 | 2.4471 | 2.0788 | 2.2357 | 1.8038 |
Largest Winning Trade | 941847 | 941847 | 75218 | 10720636 | 10720636 | 5560376 |
Largest Losing Trade | -22332 | -20772 | -22332 | -3415328 | -3415328 | -2319336 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 76 | 65 | 87 | 76 | 65 | 87 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 5358 | 2415 | 2943 | 5358 | 2415 | 2943 |
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 | 314007 | -122576 | -415893 | -36697 | -127368 | -708350 |
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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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