Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1776992.9474 | 1709564.8332 | 67428.1142 | 2857481.732 | 4143631.7322 | -1286150.0001 |
Total P&L (%) | 1776.9929 | 1709.5648 | 67.4281 | 2857.4817 | 4143.6317 | -1286.15 |
Avg Daily Profit (%) | 0.7879 | 0.758 | 0.0299 | 0.1503 | 0.1663 | 0 |
Buy And Hold Return (%) | 318.209 | 318.209 | 318.209 | 318.209 | 318.209 | 318.209 |
Max Trade Drawdown | -188765 | -74411 | -162335 | -7838438 | -4579345 | -4808627 |
Profit Factor | 3.892 | 6.8307 | 1.2099 | 1.1491 | 1.4708 | 0.8759 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 37.6471 | 32.5581 | 42.8571 | 37.6471 | 32.5581 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.4462 | 14.1493 | 1.6132 | 1.9032 | 3.0467 | 1.1678 |
Largest Winning Trade | 1198259 | 1198259 | 55572 | 4613057 | 4613057 | 2010889 |
Largest Losing Trade | -45592 | -26161 | -45592 | -2884740 | -2069689 | -2884740 |
Avg Bars in Trades | 101 | 88 | 114 | 101 | 88 | 114 |
Avg Bars in Winners | 202 | 183 | 217 | 202 | 183 | 217 |
Avg Bars in Losers | 39 | 42 | 36 | 39 | 42 | 36 |
Bars Traded | 8595 | 3807 | 4788 | 8595 | 3807 | 4788 |
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 | 522890 | 486666 | -320810 | -52345 | 117240 | -581845 |
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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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