Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1379721.7676 | 1327110.8655 | 52610.9021 | 3100339.7872 | 3478335.9313 | -377996.1441 |
Total P&L (%) | 1379.7218 | 1327.1109 | 52.6109 | 3100.3398 | 3478.3359 | -377.9961 |
Avg Daily Profit (%) | 0.6104 | 0.5871 | 0.0233 | 0.1534 | 0.1584 | 0 |
Buy And Hold Return (%) | 516.1844 | 516.1844 | 516.1844 | 516.1844 | 516.1844 | 516.1844 |
Max Trade Drawdown | -131887 | -96559 | -125903 | -2955320 | -1736424 | -2714549 |
Profit Factor | 3.6447 | 6.612 | 1.1845 | 1.2932 | 1.7403 | 0.9357 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 34.2105 | 31.5789 | 36.8421 | 34.2105 | 31.5789 | 36.8421 |
Ratio Avg Win / Avg Loss | 7.009 | 14.326 | 2.0305 | 2.487 | 3.7707 | 1.604 |
Largest Winning Trade | 885568 | 885568 | 61957 | 2256391 | 2256391 | 1789359 |
Largest Losing Trade | -67107 | -37286 | -67107 | -2342799 | -1324647 | -2342799 |
Avg Bars in Trades | 54 | 59 | 50 | 54 | 59 | 50 |
Avg Bars in Winners | 109 | 114 | 104 | 109 | 114 | 104 |
Avg Bars in Losers | 26 | 33 | 19 | 26 | 33 | 19 |
Bars Traded | 4179 | 2254 | 1925 | 4179 | 2254 | 1925 |
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 | -44973 | 332326 | -349171 | -51787 | 131619 | -583104 |
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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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