Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252147.3735 | 1224828.4419 | 27318.9316 | 1918850.6265 | 2302380.5572 | -383529.9307 |
Total P&L (%) | 1252.1474 | 1224.8284 | 27.3189 | 1918.8506 | 2302.3806 | -383.5299 |
Avg Daily Profit (%) | 0.6875 | 0.6725 | 0.015 | 0.1651 | 0.1747 | 0 |
Buy And Hold Return (%) | 623.2622 | 623.2622 | 623.2622 | 623.2622 | 623.2622 | 623.2622 |
Max Trade Drawdown | -87530 | -71492 | -65432 | -3721020 | -2302891 | -1814990 |
Profit Factor | 3.1861 | 5.4597 | 1.0916 | 1.1895 | 1.4924 | 0.9296 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 38.961 | 39.4737 | 38.4615 | 38.961 | 39.4737 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.9916 | 8.3715 | 1.7466 | 1.8636 | 2.2883 | 1.4874 |
Largest Winning Trade | 631150 | 631150 | 77409 | 2705238 | 2705238 | 1092157 |
Largest Losing Trade | -36969 | -22804 | -36969 | -808935 | -793550 | -808935 |
Avg Bars in Trades | 277 | 262 | 291 | 277 | 262 | 291 |
Avg Bars in Winners | 476 | 427 | 524 | 476 | 427 | 524 |
Avg Bars in Losers | 150 | 155 | 145 | 150 | 155 | 145 |
Bars Traded | 21360 | 9987 | 11373 | 21360 | 9987 | 11373 |
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 | -39105 | 324250 | -461666 | -56799 | 130224 | -583577 |
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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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