Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1806333.9847 | 1677241.1765 | 129092.8081 | 6629520.0295 | -4480579.855 | 11110099.8845 |
Total P&L (%) | 1806.334 | 1677.2412 | 129.0928 | 6629.52 | -4480.5799 | 11110.0999 |
Avg Daily Profit (%) | 1.0086 | 0.9365 | 0.0721 | 0.2353 | 0 | 0.2639 |
Buy And Hold Return (%) | 252.7646 | 252.7646 | 252.7646 | 252.7646 | 252.7646 | 252.7646 |
Max Trade Drawdown | -72652 | -75264 | -74909 | -10149908 | -10824167 | -4540039 |
Profit Factor | 3.7985 | 5.9508 | 1.4209 | 1.1365 | 0.8371 | 1.5273 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 34.2342 | 26.7857 | 41.8182 | 34.2342 | 26.7857 | 41.8182 |
Ratio Avg Win / Avg Loss | 7.2971 | 16.2654 | 1.977 | 2.1832 | 2.288 | 2.1249 |
Largest Winning Trade | 1292395 | 1292395 | 56799 | 4095443 | 3925974 | 4095443 |
Largest Losing Trade | -31614 | -20610 | -31614 | -3441387 | -1660816 | -3441387 |
Avg Bars in Trades | 31 | 25 | 36 | 31 | 25 | 36 |
Avg Bars in Winners | 69 | 69 | 68 | 69 | 69 | 68 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 3457 | 1435 | 2022 | 3457 | 1435 | 2022 |
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 | 519289 | -180466 | -443781 | -66783 | -780000 | -172069 |
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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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