Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1741775.6787 | 1665843.7124 | 75931.9663 | 2487864.4847 | -5513727.9339 | 8001592.4186 |
Total P&L (%) | 1741.7757 | 1665.8437 | 75.932 | 2487.8645 | -5513.7279 | 8001.5924 |
Avg Daily Profit (%) | 0.9243 | 0.884 | 0.0403 | 0.1728 | 0 | 0.2335 |
Buy And Hold Return (%) | 340.1275 | 340.1275 | 340.1275 | 340.1275 | 340.1275 | 340.1275 |
Max Trade Drawdown | -139860 | -111103 | -62760 | -10707370 | -12541058 | -2668943 |
Profit Factor | 4.0212 | 5.7931 | 1.3316 | 1.0744 | 0.7791 | 1.9458 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40 | 34.2857 | 45.7143 | 40 | 34.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 6.0318 | 11.1035 | 1.5813 | 1.6117 | 1.4933 | 2.3106 |
Largest Winning Trade | 978377 | 978377 | 54863 | 5493821 | 5493821 | 3515233 |
Largest Losing Trade | -41533 | -40689 | -41533 | -3682268 | -3682268 | -1960651 |
Avg Bars in Trades | 157 | 190 | 124 | 157 | 190 | 124 |
Avg Bars in Winners | 250 | 366 | 163 | 250 | 366 | 163 |
Avg Bars in Losers | 95 | 98 | 92 | 95 | 98 | 92 |
Bars Traded | 11025 | 6660 | 4365 | 11025 | 6660 | 4365 |
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 | -83568 | 506534 | -305148 | -232394 | -585232 | 372351 |
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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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