Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442708.505 | 1409422.489 | 33286.016 | 3119476.6834 | 3482804.2265 | -363327.5431 |
Total P&L (%) | 1442.7085 | 1409.4225 | 33.286 | 3119.4767 | 3482.8042 | -363.3275 |
Avg Daily Profit (%) | 0.7862 | 0.7681 | 0.0181 | 0.1894 | 0.1952 | 0 |
Buy And Hold Return (%) | 687.6395 | 687.6395 | 687.6395 | 687.6395 | 687.6395 | 687.6395 |
Max Trade Drawdown | -148255 | -86792 | -86621 | -1453862 | -1272497 | -1070236 |
Profit Factor | 3.5489 | 6.105 | 1.1148 | 1.4254 | 2.005 | 0.9061 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 33.3333 | 31.8182 | 34.8837 | 33.3333 | 31.8182 | 34.8837 |
Ratio Avg Win / Avg Loss | 7.0978 | 13.0821 | 2.081 | 2.8507 | 4.2964 | 1.6913 |
Largest Winning Trade | 729167 | 729167 | 78649 | 1687792 | 1687792 | 1262566 |
Largest Losing Trade | -32495 | -32495 | -31469 | -534820 | -526248 | -534820 |
Avg Bars in Trades | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Winners | 75 | 79 | 73 | 75 | 79 | 73 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 3459 | 1864 | 1594 | 3459 | 1864 | 1594 |
Profit Streak | 28.2823 | 31.2823 | 0 | 28.2823 | 31.2823 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282064 | 302096 | -433349 | 88345 | 145608 | -583827 |
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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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