Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1244528.7822 | 1187430.0419 | 57098.7403 | 2880734.4576 | 3168861.3127 | -288126.8551 |
Total P&L (%) | 1244.5288 | 1187.43 | 57.0987 | 2880.7345 | 3168.8613 | -288.1269 |
Avg Daily Profit (%) | 0.6857 | 0.6542 | 0.0315 | 0.1872 | 0.1923 | 0 |
Buy And Hold Return (%) | 396.1945 | 396.1945 | 396.1945 | 396.1945 | 396.1945 | 396.1945 |
Max Trade Drawdown | -112223 | -61660 | -74915 | -2693482 | -1936737 | -1492382 |
Profit Factor | 3.5768 | 5.6428 | 1.2513 | 1.3546 | 1.735 | 0.9244 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 31.1111 | 26.6667 | 35.5556 | 31.1111 | 26.6667 | 35.5556 |
Ratio Avg Win / Avg Loss | 7.92 | 15.5177 | 2.268 | 2.9995 | 4.7713 | 1.6755 |
Largest Winning Trade | 687939 | 687939 | 73271 | 3163514 | 3163514 | 887457 |
Largest Losing Trade | -29864 | -29864 | -26616 | -761627 | -761627 | -746712 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 92 | 99 | 87 | 92 | 99 | 87 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 3368 | 1560 | 1808 | 3368 | 1560 | 1808 |
Profit Streak | 0 | 147.8052 | 0 | 0 | 147.8052 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318569 | -4757 | -321292 | 84663 | -10568 | -583551 |
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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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