Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283119.0482 | 1205883.2299 | 77235.8183 | 5446364.9589 | 5538698.1157 | -92333.1568 |
Total P&L (%) | 1283.119 | 1205.8832 | 77.2358 | 5446.365 | 5538.6981 | -92.3332 |
Avg Daily Profit (%) | 0.708 | 0.6654 | 0.0426 | 0.2218 | 0.2227 | -0.1416 |
Buy And Hold Return (%) | 453.7205 | 453.7205 | 453.7205 | 453.7205 | 453.7205 | 453.7205 |
Max Trade Drawdown | -93126 | -58201 | -62971 | -10432909 | -6749019 | -6928291 |
Profit Factor | 2.9934 | 5.1274 | 1.2197 | 1.1572 | 1.3478 | 0.9951 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 33.3333 | 31.25 | 35.3846 | 33.3333 | 31.25 | 35.3846 |
Ratio Avg Win / Avg Loss | 5.9867 | 11.2802 | 2.2273 | 2.3144 | 2.9651 | 1.8171 |
Largest Winning Trade | 674586 | 674586 | 74096 | 6538735 | 6538735 | 4690675 |
Largest Losing Trade | -34023 | -18840 | -34023 | -2252612 | -1552449 | -2252612 |
Avg Bars in Trades | 41 | 38 | 43 | 41 | 38 | 43 |
Avg Bars in Winners | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 5350 | 2494 | 2856 | 5350 | 2494 | 2856 |
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 | 312958 | -130261 | -438698 | -44413 | -137030 | -715642 |
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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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