Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1424952.9137 | 1350681.5286 | 74271.385 | 3898412.8286 | -709397.4162 | 4607810.2448 |
Total P&L (%) | 1424.9529 | 1350.6815 | 74.2714 | 3898.4128 | -709.3974 | 4607.8102 |
Avg Daily Profit (%) | 0.7593 | 0.7197 | 0.0396 | 0.1967 | 0 | 0.2055 |
Buy And Hold Return (%) | 554.514 | 554.514 | 554.514 | 554.514 | 554.514 | 554.514 |
Max Trade Drawdown | -148022 | -75231 | -77619 | -16755831 | -7758754 | -9655552 |
Profit Factor | 4.0834 | 6.583 | 1.3373 | 1.1208 | 0.9584 | 1.3032 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 50.6024 | 47.619 | 53.6585 | 50.6024 | 47.619 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.9862 | 7.2413 | 1.1549 | 1.0941 | 1.0543 | 1.1255 |
Largest Winning Trade | 849328 | 849328 | 57469 | 6766868 | 6766868 | 6723735 |
Largest Losing Trade | -33187 | -33187 | -32215 | -6225946 | -2512982 | -6225946 |
Avg Bars in Trades | 64 | 47 | 81 | 64 | 47 | 81 |
Avg Bars in Winners | 89 | 71 | 106 | 89 | 71 | 106 |
Avg Bars in Losers | 37 | 24 | 53 | 37 | 24 | 53 |
Bars Traded | 5325 | 1976 | 3349 | 5325 | 1976 | 3349 |
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 | 548920 | 581107 | -304994 | -80800 | -579993 | 313129 |
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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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