Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432837.8999 | 1376018.9318 | 56818.9681 | 475618.8504 | 606792.7999 | -131173.9495 |
Total P&L (%) | 1432.8379 | 1376.0189 | 56.819 | 475.6189 | 606.7928 | -131.1739 |
Avg Daily Profit (%) | 0.772 | 0.7414 | 0.0306 | 0.0943 | 0.1054 | 0 |
Buy And Hold Return (%) | 83.4055 | 83.4055 | 83.4055 | 83.4055 | 83.4055 | 83.4055 |
Max Trade Drawdown | -111355 | -99799 | -63127 | -2873322 | -2080986 | -1135907 |
Profit Factor | 3.7727 | 6.0496 | 1.2326 | 1.0523 | 1.1342 | 0.9713 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 55.6962 | 57.5 | 53.8462 | 55.6962 | 57.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.001 | 4.4714 | 1.0565 | 0.8371 | 0.8383 | 0.8326 |
Largest Winning Trade | 1310034 | 1310034 | 54052 | 1431570 | 1431570 | 888003 |
Largest Losing Trade | -47102 | -42556 | -47102 | -968704 | -968704 | -963585 |
Avg Bars in Trades | 65 | 64 | 67 | 65 | 64 | 67 |
Avg Bars in Winners | 74 | 62 | 87 | 74 | 62 | 87 |
Avg Bars in Losers | 55 | 66 | 44 | 55 | 66 | 44 |
Bars Traded | 5210 | 2568 | 2641 | 5210 | 2568 | 2641 |
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 | -10717 | 798972 | -317574 | -263084 | -125375 | -580258 |
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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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