Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1824129.8708 | 1769599.4561 | 54530.4147 | 946239.3722 | 186102.4872 | 760136.885 |
Total P&L (%) | 1824.1299 | 1769.5995 | 54.5304 | 946.2394 | 186.1025 | 760.1369 |
Avg Daily Profit (%) | 0.8213 | 0.7968 | 0.0246 | 0.1058 | 0.0473 | 0.0969 |
Buy And Hold Return (%) | 210.4668 | 210.4668 | 210.4668 | 210.4668 | 210.4668 | 210.4668 |
Max Trade Drawdown | -128447 | -98954 | -75437 | -7519018 | -4642302 | -3935206 |
Profit Factor | 4.1774 | 7.0567 | 1.1934 | 1.0416 | 1.0143 | 1.0783 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 47.9452 | 47.2222 | 48.6486 | 47.9452 | 47.2222 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.5355 | 7.8869 | 1.2597 | 1.1309 | 1.1336 | 1.1382 |
Largest Winning Trade | 1648944 | 1648944 | 42599 | 3961480 | 3961480 | 2039201 |
Largest Losing Trade | -61711 | -42519 | -61711 | -3489484 | -3489484 | -2704301 |
Avg Bars in Trades | 58 | 66 | 49 | 58 | 66 | 49 |
Avg Bars in Winners | 75 | 81 | 69 | 75 | 81 | 69 |
Avg Bars in Losers | 42 | 53 | 31 | 42 | 53 | 31 |
Bars Traded | 4243 | 2403 | 1839 | 4243 | 2403 | 1839 |
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 | -56700 | 741029 | -334123 | -304963 | -501345 | -200676 |
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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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