Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1282039.124 | 1222739.8484 | 59299.2756 | 3858824.1972 | 5921309.3326 | -2062485.1354 |
Total P&L (%) | 1282.0391 | 1222.7398 | 59.2993 | 3858.8242 | 5921.3093 | -2062.4851 |
Avg Daily Profit (%) | 0.7013 | 0.6689 | 0.0324 | 0.2014 | 0.2244 | 0 |
Buy And Hold Return (%) | 868.2376 | 868.2376 | 868.2376 | 868.2376 | 868.2376 | 868.2376 |
Max Trade Drawdown | -70916 | -51458 | -77448 | -5208971 | -2724499 | -4846140 |
Profit Factor | 3.4094 | 6.2189 | 1.1991 | 1.176 | 1.6245 | 0.8342 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 42.8571 | 45.2381 | 40.4762 | 42.8571 | 45.2381 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.5459 | 7.5281 | 1.7634 | 1.5681 | 1.9665 | 1.2267 |
Largest Winning Trade | 709985 | 709985 | 74916 | 5443027 | 5443027 | 1936974 |
Largest Losing Trade | -43135 | -43135 | -28423 | -2560384 | -1304989 | -2560384 |
Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Winners | 61 | 56 | 65 | 61 | 56 | 65 |
Avg Bars in Losers | 24 | 31 | 19 | 24 | 31 | 19 |
Bars Traded | 3391 | 1796 | 1595 | 3391 | 1796 | 1595 |
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 | -1212 | -19985 | -319371 | -22095 | 338165 | -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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