Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1601148.0477 | 1469012.2982 | 132135.7496 | 8984312.1043 | -4250941.7559 | 13235253.8602 |
Total P&L (%) | 1601.148 | 1469.0123 | 132.1358 | 8984.3121 | -4250.9418 | 13235.2539 |
Avg Daily Profit (%) | 0.8969 | 0.8229 | 0.074 | 0.2529 | 0 | 0.2745 |
Buy And Hold Return (%) | 566.6667 | 566.6667 | 566.6667 | 566.6667 | 566.6667 | 566.6667 |
Max Trade Drawdown | -73201 | -61160 | -103011 | -9224126 | -11354460 | -4637952 |
Profit Factor | 4.1547 | 6.8539 | 1.5149 | 1.2001 | 0.8409 | 1.7279 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 37.1795 | 25.641 | 48.7179 | 37.1795 | 25.641 | 48.7179 |
Ratio Avg Win / Avg Loss | 7.0199 | 19.8763 | 1.5947 | 2.0278 | 2.4385 | 1.8188 |
Largest Winning Trade | 1134482 | 1134482 | 70522 | 6162393 | 6162393 | 5164151 |
Largest Losing Trade | -50001 | -24469 | -50001 | -4311776 | -2550978 | -4311776 |
Avg Bars in Trades | 133 | 107 | 158 | 133 | 107 | 158 |
Avg Bars in Winners | 256 | 255 | 257 | 256 | 255 | 257 |
Avg Bars in Losers | 59 | 56 | 64 | 59 | 56 | 64 |
Bars Traded | 10378 | 4188 | 6190 | 10378 | 4188 | 6190 |
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 | -26604 | -8728 | -257861 | -34688 | -604969 | 412966 |
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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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