Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332469.0386 | 1248961.755 | 83507.2836 | 6052479.8606 | 6207968.4523 | -155488.5916 |
Total P&L (%) | 1332.469 | 1248.9618 | 83.5073 | 6052.4799 | 6207.9685 | -155.4886 |
Avg Daily Profit (%) | 0.7339 | 0.6879 | 0.046 | 0.2272 | 0.2285 | 0 |
Buy And Hold Return (%) | 551.0204 | 551.0204 | 551.0204 | 551.0204 | 551.0204 | 551.0204 |
Max Trade Drawdown | -92266 | -53524 | -72104 | -13033875 | -7144638 | -8069580 |
Profit Factor | 3.5591 | 6.6824 | 1.2775 | 1.2058 | 1.516 | 0.9911 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 43.9024 | 41.4634 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.5477 | 9.4339 | 1.4792 | 1.5407 | 2.1403 | 1.1475 |
Largest Winning Trade | 737747 | 737747 | 76763 | 7002030 | 7002030 | 4567303 |
Largest Losing Trade | -31318 | -24257 | -31318 | -2797737 | -2797737 | -2698454 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 67 | 60 | 73 | 67 | 60 | 73 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 3572 | 1680 | 1892 | 3572 | 1680 | 1892 |
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 | 147231 | 444280 | -298695 | -2259 | 270463 | -580498 |
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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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