Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161034.0067 | 1118721.5526 | 42312.4541 | 1682859.4198 | 2416987.2671 | -734127.8473 |
Total P&L (%) | 1161.034 | 1118.7216 | 42.3125 | 1682.8594 | 2416.9873 | -734.1278 |
Avg Daily Profit (%) | 0.636 | 0.6128 | 0.0232 | 0.1579 | 0.1768 | 0 |
Buy And Hold Return (%) | 567.456 | 567.456 | 567.456 | 567.456 | 567.456 | 567.456 |
Max Trade Drawdown | -93958 | -57360 | -112583 | -2978343 | -1678134 | -1575510 |
Profit Factor | 3.1043 | 6.1891 | 1.1259 | 1.2032 | 1.7106 | 0.8496 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 40.2597 | 39.4737 | 41.0256 | 40.2597 | 39.4737 | 41.0256 |
Ratio Avg Win / Avg Loss | 4.6064 | 9.49 | 1.6184 | 1.7853 | 2.6229 | 1.2213 |
Largest Winning Trade | 656027 | 656027 | 77092 | 1870513 | 1870513 | 921614 |
Largest Losing Trade | -71400 | -20897 | -71400 | -855728 | -577275 | -855728 |
Avg Bars in Trades | 278 | 261 | 294 | 278 | 261 | 294 |
Avg Bars in Winners | 447 | 398 | 493 | 447 | 398 | 493 |
Avg Bars in Losers | 164 | 171 | 156 | 164 | 171 | 156 |
Bars Traded | 21432 | 9932 | 11500 | 21432 | 9932 | 11500 |
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 | -38952 | 321646 | -412106 | -44925 | 180338 | -582580 |
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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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