Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354666.4393 | 1257948.8708 | 96717.5685 | 6524005.5381 | 7602898.2194 | -1078892.6813 |
Total P&L (%) | 1354.6664 | 1257.9489 | 96.7176 | 6524.0055 | 7602.8982 | -1078.8927 |
Avg Daily Profit (%) | 0.7471 | 0.6937 | 0.0533 | 0.2315 | 0.2399 | 0 |
Buy And Hold Return (%) | 592.8304 | 592.8304 | 592.8304 | 592.8304 | 592.8304 | 592.8304 |
Max Trade Drawdown | -89415 | -96492 | -49316 | -5986660 | -3511473 | -2689359 |
Profit Factor | 4.5939 | 7.0687 | 1.5701 | 1.3391 | 1.7852 | 0.8871 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 36.9048 | 33.3333 | 40.4762 | 36.9048 | 33.3333 | 40.4762 |
Ratio Avg Win / Avg Loss | 7.8541 | 14.1375 | 2.309 | 2.2895 | 3.5705 | 1.3046 |
Largest Winning Trade | 711702 | 711702 | 67714 | 7707880 | 7707880 | 2891587 |
Largest Losing Trade | -21862 | -17420 | -21862 | -1791994 | -1102016 | -1791994 |
Avg Bars in Trades | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Winners | 122 | 127 | 118 | 122 | 127 | 118 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 5105 | 2425 | 2680 | 5105 | 2425 | 2680 |
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 | 372752 | 297782 | -288282 | 175430 | 191736 | -582771 |
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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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