Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248797.0832 | 1187267.4596 | 61529.6236 | 4747281.9961 | 8692155.4937 | -3944873.4976 |
Total P&L (%) | 1248.7971 | 1187.2675 | 61.5296 | 4747.282 | 8692.1555 | -3944.8735 |
Avg Daily Profit (%) | 0.6916 | 0.6575 | 0.0341 | 0.2152 | 0.2482 | 0 |
Buy And Hold Return (%) | 831.3609 | 831.3609 | 831.3609 | 831.3609 | 831.3609 | 831.3609 |
Max Trade Drawdown | -220127 | -107011 | -148290 | -31468850 | -20070112 | -14350461 |
Profit Factor | 3.3178 | 5.7585 | 1.2127 | 1.0938 | 1.3103 | 0.8255 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 48.8095 | 54.7619 | 42.8571 | 48.8095 | 54.7619 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.4796 | 4.757 | 1.6169 | 1.1471 | 1.0824 | 1.1007 |
Largest Winning Trade | 774158 | 774158 | 75987 | 13317006 | 13317006 | 7019518 |
Largest Losing Trade | -46904 | -43926 | -46904 | -8462640 | -8462640 | -7484434 |
Avg Bars in Trades | 62 | 64 | 61 | 62 | 64 | 61 |
Avg Bars in Winners | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Losers | 41 | 38 | 44 | 41 | 38 | 44 |
Bars Traded | 5277 | 2690 | 2587 | 5277 | 2690 | 2587 |
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 | 292901 | -11630 | -315222 | -110299 | 333263 | -581845 |
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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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