Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591767.9144 | 1449169.2356 | 142598.6788 | 2011775.3058 | -2041952.6503 | 4053727.9561 |
Total P&L (%) | 1591.7679 | 1449.1692 | 142.5987 | 2011.7753 | -2041.9527 | 4053.728 |
Avg Daily Profit (%) | 0.6742 | 0.6138 | 0.0604 | 0.1293 | 0 | 0.158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80192 | -83043 | -82974 | -2863100 | -3247101 | -1141414 |
Profit Factor | 3.7926 | 5.2992 | 1.6123 | 1.2231 | 0.6815 | 2.555 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 44 | 34.2105 | 54.0541 | 44 | 34.2105 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.827 | 10.1907 | 1.3704 | 1.5566 | 1.3107 | 2.1718 |
Largest Winning Trade | 1345012 | 1345012 | 58235 | 1615360 | 1075840 | 1615360 |
Largest Losing Trade | -35800 | -30250 | -35800 | -1165210 | -1165210 | -707586 |
Avg Bars in Trades | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Winners | 134 | 143 | 127 | 134 | 143 | 127 |
Avg Bars in Losers | 53 | 58 | 45 | 53 | 58 | 45 |
Bars Traded | 6664 | 3337 | 3327 | 6664 | 3337 | 3327 |
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 | -44610 | 484612 | -109803 | -82914 | -585238 | 470906 |
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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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