Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246930.772 | 1175937.8253 | 70992.9467 | 4526751.758 | 4235424.8322 | 291326.9258 |
Total P&L (%) | 1246.9308 | 1175.9378 | 70.9929 | 4526.7518 | 4235.4248 | 291.3269 |
Avg Daily Profit (%) | 0.6851 | 0.6461 | 0.039 | 0.2109 | 0.2073 | 0.075 |
Buy And Hold Return (%) | 393.2471 | 393.2471 | 393.2471 | 393.2471 | 393.2471 | 393.2471 |
Max Trade Drawdown | -91922 | -85751 | -79172 | -3196527 | -1584369 | -2268878 |
Profit Factor | 3.2889 | 5.7095 | 1.2406 | 1.3764 | 1.9043 | 1.0397 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 35.8974 | 30.7692 | 41.0256 | 35.8974 | 30.7692 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.873 | 12.8464 | 1.7833 | 2.4579 | 4.2846 | 1.4945 |
Largest Winning Trade | 653301 | 653301 | 74421 | 2695335 | 2695335 | 2015982 |
Largest Losing Trade | -24982 | -24151 | -24982 | -1091148 | -862268 | -1091148 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 81 | 74 | 86 | 81 | 74 | 86 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 3551 | 1682 | 1868 | 3551 | 1682 | 1868 |
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 | -28749 | 345176 | -309212 | -34469 | 153280 | -438945 |
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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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