Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769964.9769 | 1701854.1339 | 68110.843 | 2619771.4228 | -1353911.2879 | 3973682.7107 |
Total P&L (%) | 1769.965 | 1701.8541 | 68.1108 | 2619.7714 | -1353.9113 | 3973.6827 |
Avg Daily Profit (%) | 0.9394 | 0.9032 | 0.0361 | 0.1755 | 0 | 0.1969 |
Buy And Hold Return (%) | 280.2296 | 280.2296 | 280.2296 | 280.2296 | 280.2296 | 280.2296 |
Max Trade Drawdown | -96761 | -87818 | -36707 | -5220494 | -5056041 | -2189994 |
Profit Factor | 4.2298 | 6.1183 | 1.3161 | 1.1289 | 0.9023 | 1.6141 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 34.2105 | 23.6842 | 44.7368 | 34.2105 | 23.6842 | 44.7368 |
Ratio Avg Win / Avg Loss | 8.1342 | 19.7144 | 1.6257 | 2.1709 | 2.9074 | 1.9938 |
Largest Winning Trade | 1168254 | 1168254 | 56368 | 4162707 | 4162707 | 2422698 |
Largest Losing Trade | -45191 | -30179 | -45191 | -1359618 | -1167411 | -1359618 |
Avg Bars in Trades | 293 | 333 | 254 | 293 | 333 | 254 |
Avg Bars in Winners | 547 | 745 | 442 | 547 | 745 | 442 |
Avg Bars in Losers | 161 | 205 | 101 | 161 | 205 | 101 |
Bars Traded | 22312 | 12658 | 9654 | 22312 | 12658 | 9654 |
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 | -39856 | -14435 | -311126 | -129755 | -613601 | 325198 |
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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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