Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433277.5052 | 1375308.6641 | 57968.8411 | 3872700.0228 | 4726948.7683 | -854248.7455 |
Total P&L (%) | 1433.2775 | 1375.3087 | 57.9688 | 3872.7 | 4726.9488 | -854.2487 |
Avg Daily Profit (%) | 0.7907 | 0.7587 | 0.032 | 0.2033 | 0.2141 | 0 |
Buy And Hold Return (%) | 525.2319 | 525.2319 | 525.2319 | 525.2319 | 525.2319 | 525.2319 |
Max Trade Drawdown | -126463 | -64363 | -80593 | -11498529 | -6380000 | -7505603 |
Profit Factor | 3.1494 | 5.3916 | 1.1639 | 1.1352 | 1.3543 | 0.9442 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 39.0244 | 37.7049 | 40.3226 | 39.0244 | 37.7049 | 40.3226 |
Ratio Avg Win / Avg Loss | 4.921 | 8.9079 | 1.7226 | 1.7737 | 2.2375 | 1.3974 |
Largest Winning Trade | 863507 | 863507 | 75218 | 5635996 | 5635996 | 4916479 |
Largest Losing Trade | -29827 | -20692 | -29827 | -2266294 | -1367233 | -2266294 |
Avg Bars in Trades | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Winners | 81 | 73 | 87 | 81 | 73 | 87 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 5341 | 2494 | 2847 | 5341 | 2494 | 2847 |
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 | 425185 | -149294 | -513276 | -66582 | -157054 | -737332 |
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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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