Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459038.1963 | 1399727.8242 | 59310.3721 | 3951012.2503 | 3209553.8441 | 741458.4061 |
Total P&L (%) | 1459.0382 | 1399.7278 | 59.3104 | 3951.0123 | 3209.5538 | 741.4584 |
Avg Daily Profit (%) | 0.6469 | 0.6206 | 0.0263 | 0.1642 | 0.1553 | 0.0945 |
Buy And Hold Return (%) | 531.0811 | 531.0811 | 531.0811 | 531.0811 | 531.0811 | 531.0811 |
Max Trade Drawdown | -130113 | -99357 | -132325 | -2362907 | -885647 | -1919636 |
Profit Factor | 3.7786 | 6.7187 | 1.2116 | 1.5128 | 1.9422 | 1.1725 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 35.8974 | 33.3333 | 38.4615 | 35.8974 | 33.3333 | 38.4615 |
Ratio Avg Win / Avg Loss | 6.7476 | 13.4373 | 1.9385 | 2.7015 | 3.8844 | 1.876 |
Largest Winning Trade | 984402 | 984402 | 58706 | 1816497 | 1816497 | 1788356 |
Largest Losing Trade | -63517 | -37286 | -63517 | -1654472 | -877896 | -1654472 |
Avg Bars in Trades | 53 | 58 | 49 | 53 | 58 | 49 |
Avg Bars in Winners | 110 | 120 | 101 | 110 | 120 | 101 |
Avg Bars in Losers | 22 | 27 | 16 | 22 | 27 | 16 |
Bars Traded | 4197 | 2272 | 1925 | 4197 | 2272 | 1925 |
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 | -28841 | 369536 | -327334 | -34034 | 152840 | -143060 |
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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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