Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365080.1629 | 1266990.3983 | 98089.7646 | 3127497.1718 | -307939.3133 | 3435436.4852 |
Total P&L (%) | 1365.0802 | 1266.9904 | 98.0898 | 3127.4972 | -307.9393 | 3435.4365 |
Avg Daily Profit (%) | 0.725 | 0.6729 | 0.0521 | 0.1847 | 0 | 0.1895 |
Buy And Hold Return (%) | 281.1193 | 281.1193 | 281.1193 | 281.1193 | 281.1193 | 281.1193 |
Max Trade Drawdown | -122078 | -66613 | -86971 | -9972438 | -6932447 | -6447083 |
Profit Factor | 4.1015 | 7.329 | 1.4088 | 1.1163 | 0.9783 | 1.2702 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 48.1481 | 36.5854 | 60 | 48.1481 | 36.5854 | 60 |
Ratio Avg Win / Avg Loss | 4.417 | 12.7035 | 0.9392 | 1.2021 | 1.6957 | 0.8468 |
Largest Winning Trade | 919794 | 919794 | 64245 | 3627207 | 3627207 | 2149626 |
Largest Losing Trade | -52350 | -20854 | -52350 | -3129127 | -2186927 | -3129127 |
Avg Bars in Trades | 44 | 35 | 54 | 44 | 35 | 54 |
Avg Bars in Winners | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Losers | 22 | 17 | 31 | 22 | 17 | 31 |
Bars Traded | 3640 | 1464 | 2176 | 3640 | 1464 | 2176 |
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 | 43249 | 491575 | -288721 | -101735 | -583181 | 270285 |
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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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