Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1632948.4145 | 1552362.7945 | 80585.6199 | 4461329.9228 | 3758115.7402 | 703214.1826 |
Total P&L (%) | 1632.9484 | 1552.3628 | 80.5856 | 4461.3299 | 3758.1157 | 703.2142 |
Avg Daily Profit (%) | 0.6905 | 0.6564 | 0.0341 | 0.1617 | 0.1546 | 0.0881 |
Buy And Hold Return (%) | 696.1747 | 696.1747 | 696.1747 | 696.1747 | 696.1747 | 696.1747 |
Max Trade Drawdown | -126894 | -133043 | -79002 | -3779196 | -2783849 | -1991500 |
Profit Factor | 4.059 | 5.9265 | 1.3684 | 1.323 | 1.4801 | 1.1175 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 41.7722 | 35 | 48.7179 | 41.7722 | 35 | 48.7179 |
Ratio Avg Win / Avg Loss | 5.6579 | 11.0063 | 1.4405 | 1.8442 | 2.7487 | 1.1764 |
Largest Winning Trade | 1176555 | 1176555 | 67969 | 3799563 | 3799563 | 2702617 |
Largest Losing Trade | -46649 | -32854 | -46649 | -1923147 | -1086602 | -1923147 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 97 | 105 | 91 | 97 | 105 | 91 |
Avg Bars in Losers | 30 | 27 | 35 | 30 | 27 | 35 |
Bars Traded | 4631 | 2181 | 2450 | 4631 | 2181 | 2450 |
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 | -19727 | 333039 | -313127 | -25826 | 110585 | -329222 |
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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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