Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767843.7905 | 706521.7408 | 61322.0497 | 3501497.3037 | 5680539.5909 | -2179042.2872 |
Total P&L (%) | 767.8438 | 706.5217 | 61.3221 | 3501.4973 | 5680.5396 | -2179.0423 |
Avg Daily Profit (%) | 0.3527 | 0.3245 | 0.0282 | 0.1647 | 0.1865 | 0 |
Buy And Hold Return (%) | 403.4014 | 403.4014 | 403.4014 | 403.4014 | 403.4014 | 403.4014 |
Max Trade Drawdown | -140169 | -84198 | -92061 | -10863243 | -6621813 | -4474277 |
Profit Factor | 2.2538 | 3.5061 | 1.1855 | 1.1359 | 1.4363 | 0.8292 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 46.8085 | 51.0638 | 42.5532 | 46.8085 | 51.0638 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.5611 | 3.3601 | 1.6005 | 1.2908 | 1.3765 | 1.1194 |
Largest Winning Trade | 197868 | 197868 | 72894 | 4376017 | 4376017 | 3394031 |
Largest Losing Trade | -31368 | -31368 | -31170 | -2627754 | -2627754 | -2247937 |
Avg Bars in Trades | 89 | 87 | 92 | 89 | 87 | 92 |
Avg Bars in Winners | 143 | 132 | 155 | 143 | 132 | 155 |
Avg Bars in Losers | 43 | 40 | 45 | 43 | 40 | 45 |
Bars Traded | 8456 | 4106 | 4350 | 8456 | 4106 | 4350 |
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 | 183934 | 269072 | -339175 | -64335 | 326107 | -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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