Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1731137.8262 | 1657628.27 | 73509.5562 | 5341921.7549 | 7623074.4143 | -2281152.6594 |
Total P&L (%) | 1731.1378 | 1657.6283 | 73.5096 | 5341.9218 | 7623.0744 | -2281.1527 |
Avg Daily Profit (%) | 0.9508 | 0.9105 | 0.0404 | 0.2198 | 0.239 | 0 |
Buy And Hold Return (%) | 693.3531 | 693.3531 | 693.3531 | 693.3531 | 693.3531 | 693.3531 |
Max Trade Drawdown | -95970 | -91746 | -54971 | -6878787 | -3179328 | -4184568 |
Profit Factor | 3.6083 | 5.5533 | 1.2453 | 1.1899 | 1.552 | 0.8408 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 34.2105 | 31.5789 | 36.8421 | 34.2105 | 31.5789 | 36.8421 |
Ratio Avg Win / Avg Loss | 6.9391 | 12.0321 | 2.1348 | 2.2882 | 3.3626 | 1.4413 |
Largest Winning Trade | 881924 | 881924 | 71022 | 7550356 | 7550356 | 3586657 |
Largest Losing Trade | -27482 | -23246 | -27482 | -2163304 | -1626480 | -2163304 |
Avg Bars in Trades | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Winners | 88 | 94 | 82 | 88 | 94 | 82 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 5237 | 2605 | 2632 | 5237 | 2605 | 2632 |
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 | 383637 | -170318 | -489339 | -8207 | -176390 | -764561 |
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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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