Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575621.5484 | 1491524.0166 | 84097.5318 | 6155899.3228 | 5874370.1708 | 281529.152 |
Total P&L (%) | 1575.6215 | 1491.524 | 84.0975 | 6155.8993 | 5874.3702 | 281.5292 |
Avg Daily Profit (%) | 0.8648 | 0.8186 | 0.0462 | 0.2273 | 0.2247 | 0.0735 |
Buy And Hold Return (%) | 588.1158 | 588.1158 | 588.1158 | 588.1158 | 588.1158 | 588.1158 |
Max Trade Drawdown | -123867 | -91134 | -67083 | -5534029 | -5343762 | -2700026 |
Profit Factor | 3.879 | 6.6082 | 1.2989 | 1.2921 | 1.5128 | 1.0293 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 42.1687 | 39.0244 | 45.2381 | 42.1687 | 39.0244 | 45.2381 |
Ratio Avg Win / Avg Loss | 5.3198 | 10.3253 | 1.5724 | 1.7721 | 2.3638 | 1.246 |
Largest Winning Trade | 972357 | 972357 | 74096 | 6639746 | 6639746 | 2687818 |
Largest Losing Trade | -44562 | -29075 | -44562 | -1674639 | -1674639 | -1378206 |
Avg Bars in Trades | 63 | 56 | 68 | 63 | 56 | 68 |
Avg Bars in Winners | 106 | 98 | 112 | 106 | 98 | 112 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 5231 | 2335 | 2896 | 5231 | 2335 | 2896 |
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 | 449123 | 502357 | -297661 | 183406 | 234433 | -450690 |
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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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