Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331505.1947 | 1272461.3457 | 59043.849 | 2483197.6543 | 2802162.0716 | -318964.4173 |
Total P&L (%) | 1331.5052 | 1272.4613 | 59.0438 | 2483.1977 | 2802.1621 | -318.9644 |
Avg Daily Profit (%) | 0.6055 | 0.5787 | 0.0269 | 0.148 | 0.1533 | 0 |
Buy And Hold Return (%) | 516.6526 | 516.6526 | 516.6526 | 516.6526 | 516.6526 | 516.6526 |
Max Trade Drawdown | -97389 | -129962 | -55444 | -2071233 | -2454946 | -1134236 |
Profit Factor | 3.3318 | 4.3299 | 1.3126 | 1.2545 | 1.4203 | 0.8968 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 35.4839 | 28.2609 | 42.5532 | 35.4839 | 28.2609 | 42.5532 |
Ratio Avg Win / Avg Loss | 6.0579 | 10.9912 | 1.772 | 2.2809 | 3.6054 | 1.2107 |
Largest Winning Trade | 713981 | 713981 | 46616 | 2760120 | 2760120 | 707527 |
Largest Losing Trade | -52642 | -36043 | -52642 | -1068631 | -594604 | -1068631 |
Avg Bars in Trades | 69 | 95 | 42 | 69 | 95 | 42 |
Avg Bars in Winners | 126 | 217 | 66 | 126 | 217 | 66 |
Avg Bars in Losers | 37 | 48 | 25 | 37 | 48 | 25 |
Bars Traded | 6430 | 4413 | 2017 | 6430 | 4413 | 2017 |
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 | 323637 | -594 | -324326 | -1072 | -6851 | -581926 |
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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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