Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1934528.1071 | 1863337.9008 | 71190.2063 | 140682.9466 | -1110734.7362 | 1251417.6828 |
Total P&L (%) | 1934.5281 | 1863.3379 | 71.1902 | 140.6829 | -1110.7347 | 1251.4177 |
Avg Daily Profit (%) | 1.0782 | 1.0385 | 0.0397 | 0.049 | 0 | 0.1452 |
Buy And Hold Return (%) | 219.4096 | 219.4096 | 219.4096 | 219.4096 | 219.4096 | 219.4096 |
Max Trade Drawdown | -210412 | -231034 | -47918 | -4674487 | -4948802 | -1211428 |
Profit Factor | 4.6863 | 6.4707 | 1.3865 | 1.0152 | 0.822 | 1.4126 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 38.806 | 30.303 | 47.0588 | 38.806 | 30.303 | 47.0588 |
Ratio Avg Win / Avg Loss | 7.39 | 14.8826 | 1.5598 | 1.6009 | 1.8905 | 1.5892 |
Largest Winning Trade | 2025203 | 2025203 | 48068 | 2440732 | 2440732 | 942769 |
Largest Losing Trade | -46639 | -46639 | -24646 | -1727405 | -1727405 | -1211428 |
Avg Bars in Trades | 95 | 100 | 90 | 95 | 100 | 90 |
Avg Bars in Winners | 140 | 173 | 119 | 140 | 173 | 119 |
Avg Bars in Losers | 66 | 69 | 63 | 66 | 69 | 63 |
Bars Traded | 6387 | 3327 | 3060 | 6387 | 3327 | 3060 |
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 | -104658 | 511794 | -305118 | -621656 | -585684 | 39463 |
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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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