Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1467438.1435 | 1480545.0581 | -13106.9146 | 367616.5634 | 340416.0057 | 27200.5577 |
Total P&L (%) | 1467.4381 | 1480.5451 | -13.1069 | 367.6166 | 340.416 | 27.2006 |
Avg Daily Profit (%) | 0.7784 | 0.7854 | -0.007 | 0.0819 | 0.0787 | 0.0128 |
Buy And Hold Return (%) | 287.4315 | 287.4315 | 287.4315 | 287.4315 | 287.4315 | 287.4315 |
Max Trade Drawdown | -181639 | -185502 | -14017 | -6977129 | -7119210 | -280925 |
Profit Factor | 3.9019 | 4.1882 | 0.6827 | 1.0327 | 1.0318 | 1.0509 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 42.3529 | 40.4762 | 44.186 | 42.3529 | 40.4762 | 44.186 |
Ratio Avg Win / Avg Loss | 5.3109 | 6.1592 | 0.8623 | 1.4057 | 1.5174 | 1.3274 |
Largest Winning Trade | 981817 | 981817 | 5332 | 6165859 | 6165859 | 289226 |
Largest Losing Trade | -70222 | -70222 | -5731 | -4316029 | -4316029 | -177213 |
Avg Bars in Trades | 129 | 261 | 1 | 129 | 261 | 1 |
Avg Bars in Winners | 116 | 244 | 1 | 116 | 244 | 1 |
Avg Bars in Losers | 139 | 272 | 1 | 139 | 272 | 1 |
Bars Traded | 11047 | 10983 | 64 | 11047 | 10983 | 64 |
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 | 574606 | 552507 | -582710 | -349925 | -384407 | -508085 |
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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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