Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373492.8846 | 1364930.4557 | 8562.4289 | 1177718.0408 | 2168846.0849 | -991128.0442 |
Total P&L (%) | 1373.4929 | 1364.9305 | 8.5624 | 1177.718 | 2168.8461 | -991.128 |
Avg Daily Profit (%) | 0.6231 | 0.6192 | 0.0039 | 0.1156 | 0.1417 | 0 |
Buy And Hold Return (%) | 476.9599 | 476.9599 | 476.9599 | 476.9599 | 476.9599 | 476.9599 |
Max Trade Drawdown | -150104 | -114685 | -120700 | -1220735 | -784282 | -1106125 |
Profit Factor | 2.8456 | 4.3569 | 1.0254 | 1.2559 | 1.857 | 0.5217 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 35.5932 | 27.1186 | 44.0678 | 35.5932 | 27.1186 | 44.0678 |
Ratio Avg Win / Avg Loss | 5.1491 | 11.7091 | 1.3014 | 2.2725 | 4.9907 | 0.6622 |
Largest Winning Trade | 754180 | 754180 | 66722 | 1727764 | 1727764 | 142086 |
Largest Losing Trade | -41822 | -41822 | -31390 | -323114 | -295361 | -323114 |
Avg Bars in Trades | 73 | 67 | 79 | 73 | 67 | 79 |
Avg Bars in Winners | 146 | 165 | 135 | 146 | 165 | 135 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 8639 | 3962 | 4677 | 8639 | 3962 | 4677 |
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 | 308831 | -181725 | -725020 | -46319 | -199064 | -759765 |
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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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