Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1589082.092 | 1511144.5258 | 77937.5662 | 6593025.2463 | 9982652.5179 | -3389627.2716 |
Total P&L (%) | 1589.0821 | 1511.1445 | 77.9376 | 6593.0252 | 9982.6525 | -3389.6273 |
Avg Daily Profit (%) | 0.877 | 0.834 | 0.043 | 0.2323 | 0.2549 | 0 |
Buy And Hold Return (%) | 492.7791 | 492.7791 | 492.7791 | 492.7791 | 492.7791 | 492.7791 |
Max Trade Drawdown | -88128 | -64524 | -91340 | -13287132 | -8564820 | -7231764 |
Profit Factor | 3.2914 | 5.9385 | 1.2011 | 1.1532 | 1.5107 | 0.8557 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 36.2205 | 36.5079 | 35.9375 | 36.2205 | 36.5079 | 35.9375 |
Ratio Avg Win / Avg Loss | 5.7957 | 10.3278 | 2.1411 | 2.0306 | 2.6274 | 1.5254 |
Largest Winning Trade | 965606 | 965606 | 77141 | 8193665 | 8193665 | 5076936 |
Largest Losing Trade | -37915 | -24416 | -37915 | -3807311 | -1965242 | -3807311 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 82 | 72 | 92 | 82 | 72 | 92 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 5346 | 2459 | 2887 | 5346 | 2459 | 2887 |
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 | 417306 | -133578 | -445570 | -47611 | -141215 | -722927 |
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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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