Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1915069.4419 | 1860428.4595 | 54640.9825 | 2150965.0426 | 1382195.9223 | 768769.1203 |
Total P&L (%) | 1915.0694 | 1860.4285 | 54.641 | 2150.965 | 1382.1959 | 768.7691 |
Avg Daily Profit (%) | 1.0161 | 0.9871 | 0.029 | 0.1654 | 0.1432 | 0.1148 |
Buy And Hold Return (%) | 325.1266 | 325.1266 | 325.1266 | 325.1266 | 325.1266 | 325.1266 |
Max Trade Drawdown | -119141 | -95323 | -92362 | -7995114 | -5482080 | -3739148 |
Profit Factor | 4.138 | 6.4958 | 1.2011 | 1.0923 | 1.1064 | 1.0746 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 37.3333 | 28.9474 | 45.9459 | 37.3333 | 28.9474 | 45.9459 |
Ratio Avg Win / Avg Loss | 6.9459 | 15.9443 | 1.413 | 1.8335 | 2.7156 | 1.2642 |
Largest Winning Trade | 1292057 | 1292057 | 61997 | 5140303 | 5140303 | 1781349 |
Largest Losing Trade | -31630 | -31630 | -25729 | -2437292 | -1744796 | -2437292 |
Avg Bars in Trades | 96 | 84 | 108 | 96 | 84 | 108 |
Avg Bars in Winners | 172 | 175 | 171 | 172 | 175 | 171 |
Avg Bars in Losers | 51 | 48 | 55 | 51 | 48 | 55 |
Bars Traded | 7254 | 3228 | 4026 | 7254 | 3228 | 4026 |
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 | -46427 | 309622 | -322021 | -176607 | -118338 | -183897 |
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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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