Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287246.9956 | 1109107.5834 | 178139.4122 | 5693238.5981 | 3074324.5826 | 2618914.0155 |
Total P&L (%) | 1287.247 | 1109.1076 | 178.1394 | 5693.2386 | 3074.3246 | 2618.914 |
Avg Daily Profit (%) | 0.6947 | 0.5986 | 0.0961 | 0.2193 | 0.1868 | 0.1784 |
Buy And Hold Return (%) | 65.6535 | 65.6535 | 65.6535 | 65.6535 | 65.6535 | 65.6535 |
Max Trade Drawdown | -77526 | -74661 | -48581 | -4572486 | -4166127 | -2436693 |
Profit Factor | 3.7502 | 6.3182 | 1.6864 | 1.2273 | 1.2658 | 1.1943 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.8987 | 50 | 53.8462 | 51.8987 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.4758 | 6.3182 | 1.4455 | 1.1375 | 1.2658 | 1.0237 |
Largest Winning Trade | 930527 | 930527 | 61482 | 3166956 | 3166956 | 2789218 |
Largest Losing Trade | -35450 | -29001 | -35450 | -1963392 | -1963392 | -1545687 |
Avg Bars in Trades | 131 | 130 | 132 | 131 | 130 | 132 |
Avg Bars in Winners | 153 | 140 | 166 | 153 | 140 | 166 |
Avg Bars in Losers | 108 | 121 | 93 | 108 | 121 | 93 |
Bars Traded | 10417 | 5238 | 5179 | 10417 | 5238 | 5179 |
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 | -11886 | 720037 | -65377 | -23188 | 281805 | 57539 |
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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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