Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506366.2474 | 1421287.963 | 85078.2844 | 5675219.884 | 6872712.1304 | -1197492.2463 |
Total P&L (%) | 1506.3662 | 1421.288 | 85.0783 | 5675.2199 | 6872.7121 | -1197.4922 |
Avg Daily Profit (%) | 0.6845 | 0.6458 | 0.0387 | 0.1845 | 0.1931 | 0 |
Buy And Hold Return (%) | 606.8879 | 606.8879 | 606.8879 | 606.8879 | 606.8879 | 606.8879 |
Max Trade Drawdown | -116899 | -107933 | -79161 | -4335025 | -3238793 | -1797120 |
Profit Factor | 3.6497 | 5.1706 | 1.3736 | 1.4488 | 1.833 | 0.7275 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 34.8837 | 23.2558 | 46.5116 | 34.8837 | 23.2558 | 46.5116 |
Ratio Avg Win / Avg Loss | 6.8127 | 17.0628 | 1.5797 | 2.7045 | 6.0489 | 0.8366 |
Largest Winning Trade | 772609 | 772609 | 61226 | 6974140 | 6974140 | 473352 |
Largest Losing Trade | -26848 | -26848 | -21619 | -1246644 | -1246644 | -1009514 |
Avg Bars in Trades | 74 | 68 | 80 | 74 | 68 | 80 |
Avg Bars in Winners | 135 | 158 | 123 | 135 | 158 | 123 |
Avg Bars in Losers | 42 | 40 | 43 | 42 | 40 | 43 |
Bars Traded | 6410 | 2935 | 3475 | 6410 | 2935 | 3475 |
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 | 347756 | -22292 | -306698 | 156989 | -25994 | -582083 |
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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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