Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578667.8297 | 1485406.8042 | 93261.0255 | 7617214.1184 | 9761606.2345 | -2144392.1161 |
Total P&L (%) | 1578.6678 | 1485.4068 | 93.261 | 7617.2141 | 9761.6062 | -2144.3921 |
Avg Daily Profit (%) | 0.868 | 0.8168 | 0.0513 | 0.2393 | 0.2528 | 0 |
Buy And Hold Return (%) | 656.2604 | 656.2604 | 656.2604 | 656.2604 | 656.2604 | 656.2604 |
Max Trade Drawdown | -119116 | -59888 | -82156 | -12642128 | -7493038 | -7540241 |
Profit Factor | 4.1909 | 7.4739 | 1.3515 | 1.2169 | 1.6292 | 0.8906 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 38.5542 | 34.1463 | 42.8571 | 38.5542 | 34.1463 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.6793 | 14.414 | 1.802 | 1.9395 | 3.142 | 1.1874 |
Largest Winning Trade | 925095 | 925095 | 74474 | 8648027 | 8648027 | 6203419 |
Largest Losing Trade | -29864 | -29864 | -26917 | -3019397 | -2391151 | -3019397 |
Avg Bars in Trades | 63 | 54 | 73 | 63 | 54 | 73 |
Avg Bars in Winners | 123 | 100 | 140 | 123 | 100 | 140 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 5310 | 2229 | 3081 | 5310 | 2229 | 3081 |
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 | 378457 | 376078 | -291435 | 119947 | 195975 | -581845 |
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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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