Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418151.8588 | 1372780.1361 | 45371.7227 | 2906640.2413 | 2675517.4731 | 231122.7682 |
Total P&L (%) | 1418.1519 | 1372.7801 | 45.3717 | 2906.6402 | 2675.5175 | 231.1228 |
Avg Daily Profit (%) | 0.7682 | 0.7437 | 0.0246 | 0.1845 | 0.1802 | 0.0649 |
Buy And Hold Return (%) | 518.1136 | 518.1136 | 518.1136 | 518.1136 | 518.1136 | 518.1136 |
Max Trade Drawdown | -112478 | -78724 | -82721 | -1523195 | -989917 | -1312263 |
Profit Factor | 3.7235 | 6.2555 | 1.1748 | 1.4939 | 1.9754 | 1.0736 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 42.8571 | 42.1053 | 43.5897 | 42.8571 | 42.1053 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.9647 | 8.6013 | 1.5204 | 1.9918 | 2.7161 | 1.3893 |
Largest Winning Trade | 815847 | 815847 | 75731 | 1694658 | 1694658 | 1504337 |
Largest Losing Trade | -31828 | -31425 | -31828 | -863114 | -747025 | -863114 |
Avg Bars in Trades | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Winners | 113 | 102 | 123 | 113 | 102 | 123 |
Avg Bars in Losers | 35 | 34 | 35 | 35 | 34 | 35 |
Bars Traded | 5289 | 2408 | 2881 | 5289 | 2408 | 2881 |
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 | -32646 | 530383 | -355369 | -39696 | 264239 | -414170 |
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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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