Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1770090.5693 | 1627884.1666 | 142206.4027 | 1186269.6645 | -585841.8274 | 1772111.4919 |
Total P&L (%) | 1770.0906 | 1627.8842 | 142.2064 | 1186.2697 | -585.8418 | 1772.1115 |
Avg Daily Profit (%) | 0.9872 | 0.9079 | 0.0793 | 0.1426 | 0 | 0.1635 |
Buy And Hold Return (%) | 63.0372 | 63.0372 | 63.0372 | 63.0372 | 63.0372 | 63.0372 |
Max Trade Drawdown | -83931 | -74640 | -57018 | -1834153 | -1636348 | -1329382 |
Profit Factor | 5.4481 | 9.187 | 1.7142 | 1.1738 | 0.8325 | 1.5323 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 43.2432 | 32.4324 | 54.0541 | 43.2432 | 32.4324 | 54.0541 |
Ratio Avg Win / Avg Loss | 7.1506 | 19.1396 | 1.4571 | 1.5406 | 1.7343 | 1.3025 |
Largest Winning Trade | 1706759 | 1706759 | 58885 | 1053949 | 1053949 | 721234 |
Largest Losing Trade | -33297 | -30391 | -33297 | -872833 | -437405 | -872833 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 68 | 86 | 57 | 68 | 86 | 57 |
Avg Bars in Losers | 23 | 14 | 36 | 23 | 14 | 36 |
Bars Traded | 3171 | 1403 | 1768 | 3171 | 1403 | 1768 |
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 | -49953 | 538615 | -89571 | -101955 | -584826 | 351375 |
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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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