Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1465204.1734 | 1503599.8592 | -38395.6858 | 407203.9844 | 4181260.1929 | -3774056.2084 |
Total P&L (%) | 1465.2042 | 1503.5999 | -38.3957 | 407.204 | 4181.2602 | -3774.0562 |
Avg Daily Profit (%) | 0.8044 | 0.8255 | -0.0211 | 0.0892 | 0.2065 | 0 |
Buy And Hold Return (%) | 735.9732 | 735.9732 | 735.9732 | 735.9732 | 735.9732 | 735.9732 |
Max Trade Drawdown | -235170 | -104356 | -130814 | -4753468 | -1509331 | -3884082 |
Profit Factor | 3.1434 | 5.906 | 0.8982 | 1.0426 | 2.2226 | 0.3844 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 42.8571 | 40 | 45.6522 | 42.8571 | 40 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.1912 | 8.8591 | 1.0693 | 1.3902 | 3.334 | 0.4577 |
Largest Winning Trade | 957110 | 957110 | 68248 | 3850939 | 3850939 | 442161 |
Largest Losing Trade | -61223 | -37649 | -61223 | -2870893 | -325095 | -2870893 |
Avg Bars in Trades | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Winners | 60 | 65 | 55 | 60 | 65 | 55 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 3432 | 1759 | 1673 | 3432 | 1759 | 1673 |
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 | 348895 | 404006 | -580728 | -415837 | 274348 | -582395 |
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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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