Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2055426.9992 | 1943478.1213 | 111948.8778 | 6825093.2772 | 4176006.9303 | 2649086.347 |
Total P&L (%) | 2055.427 | 1943.4781 | 111.9489 | 6825.0933 | 4176.0069 | 2649.0863 |
Avg Daily Profit (%) | 0.907 | 0.8576 | 0.0494 | 0.1872 | 0.1659 | 0.1463 |
Buy And Hold Return (%) | 322.8659 | 322.8659 | 322.8659 | 322.8659 | 322.8659 | 322.8659 |
Max Trade Drawdown | -191665 | -109725 | -151130 | -4878636 | -1778574 | -3265282 |
Profit Factor | 4.8884 | 8.4007 | 1.4209 | 1.6213 | 1.7584 | 1.4836 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 42.6667 | 31.5789 | 54.0541 | 42.6667 | 31.5789 | 54.0541 |
Ratio Avg Win / Avg Loss | 6.5687 | 18.2016 | 1.2077 | 2.1787 | 3.8099 | 1.261 |
Largest Winning Trade | 1492568 | 1492568 | 52720 | 2861846 | 2861846 | 1932336 |
Largest Losing Trade | -51669 | -42072 | -51669 | -2315332 | -1118129 | -2315332 |
Avg Bars in Trades | 167 | 125 | 210 | 167 | 125 | 210 |
Avg Bars in Winners | 295 | 237 | 329 | 295 | 237 | 329 |
Avg Bars in Losers | 72 | 74 | 70 | 72 | 74 | 70 |
Bars Traded | 12571 | 4776 | 7795 | 12571 | 4776 | 7795 |
Profit Streak | 0 | 0 | 328.033 | 0 | 0 | 328.033 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43580 | 501833 | -290019 | -53131 | 141454 | 209130 |
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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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