Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886460.4578 | 810632.1342 | 75828.3236 | 4502098.4288 | 4573398.3714 | -71299.9426 |
Total P&L (%) | 886.4605 | 810.6321 | 75.8283 | 4502.0984 | 4573.3984 | -71.2999 |
Avg Daily Profit (%) | 0.3546 | 0.3243 | 0.0303 | 0.1533 | 0.1539 | -0.0499 |
Buy And Hold Return (%) | 713.4845 | 713.4845 | 713.4845 | 713.4845 | 713.4845 | 713.4845 |
Max Trade Drawdown | -151681 | -101412 | -69419 | -1918539 | -1002426 | -1106300 |
Profit Factor | 2.3789 | 3.0135 | 1.3156 | 1.6602 | 2.1902 | 0.9761 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 46.6165 | 45.4545 | 47.7612 | 46.6165 | 45.4545 | 47.7612 |
Ratio Avg Win / Avg Loss | 2.7242 | 3.6162 | 1.4389 | 1.9012 | 2.6282 | 1.0676 |
Largest Winning Trade | 308282 | 308282 | 52714 | 3335995 | 3335995 | 841594 |
Largest Losing Trade | -27592 | -27280 | -27592 | -1087476 | -863741 | -1087476 |
Avg Bars in Trades | 72 | 98 | 48 | 72 | 98 | 48 |
Avg Bars in Winners | 91 | 128 | 58 | 91 | 128 | 58 |
Avg Bars in Losers | 56 | 73 | 39 | 56 | 73 | 39 |
Bars Traded | 9701 | 6474 | 3227 | 9701 | 6474 | 3227 |
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 | -77425 | -234787 | -435792 | 336940 | -114808 | -696940 |
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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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