Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4075440.7654 | 4046055.7005 | 29385.0649 | 828608.5525 | 790040.3997 | 38568.1528 |
Total P&L (%) | 4075.4408 | 4046.0557 | 29.3851 | 828.6086 | 790.0404 | 38.5682 |
Avg Daily Profit (%) | 1.837 | 1.8238 | 0.0132 | 0.1005 | 0.0986 | 0.0147 |
Buy And Hold Return (%) | 279.3898 | 279.3898 | 279.3898 | 279.3898 | 279.3898 | 279.3898 |
Max Trade Drawdown | -103500 | -64844 | -80437 | -1267875 | -843021 | -782968 |
Profit Factor | 9.5031 | 21.3247 | 1.1049 | 1.1652 | 1.3778 | 1.0132 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 31.1475 | 30 | 32.2581 | 31.1475 | 30 | 32.2581 |
Ratio Avg Win / Avg Loss | 21.007 | 49.7577 | 2.3202 | 2.5757 | 3.2149 | 2.1277 |
Largest Winning Trade | 4067932 | 4067932 | 53323 | 1103719 | 1103719 | 603911 |
Largest Losing Trade | -64851 | -38648 | -64851 | -541343 | -351128 | -541343 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 161 | 145 | 175 | 161 | 145 | 175 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 4249 | 1919 | 2330 | 4249 | 1919 | 2330 |
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 | -151014 | 531275 | -451927 | -272831 | -70358 | -550827 |
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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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