Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450637.8982 | 1440620.134 | 10017.7642 | 312552.4846 | 1512470.6918 | -1199918.2072 |
Total P&L (%) | 1450.6379 | 1440.6201 | 10.0178 | 312.5525 | 1512.4707 | -1199.9182 |
Avg Daily Profit (%) | 0.782 | 0.7766 | 0.0054 | 0.0764 | 0.15 | 0 |
Buy And Hold Return (%) | 200.5207 | 200.5207 | 200.5207 | 200.5207 | 200.5207 | 200.5207 |
Max Trade Drawdown | -169948 | -92723 | -100548 | -2138995 | -1096383 | -1750578 |
Profit Factor | 3.7294 | 6.0149 | 1.041 | 1.0531 | 1.5178 | 0.5955 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 40.9639 | 35.7143 | 46.3415 | 40.9639 | 35.7143 | 46.3415 |
Ratio Avg Win / Avg Loss | 5.3747 | 10.8268 | 1.2054 | 1.5177 | 2.7321 | 0.6895 |
Largest Winning Trade | 1375186 | 1375186 | 70687 | 1702008 | 1702008 | 358024 |
Largest Losing Trade | -45703 | -37590 | -45703 | -730773 | -730773 | -695351 |
Avg Bars in Trades | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Winners | 74 | 67 | 79 | 74 | 67 | 79 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 3441 | 1505 | 1936 | 3441 | 1505 | 1936 |
Profit Streak | 0 | 0 | 76.2497 | 0 | 0 | 76.2497 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543016 | 575356 | -527618 | -266539 | 166326 | -581607 |
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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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