Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243978.1764 | 1194751.574 | 49226.6024 | 2965664.0976 | 3023273.6144 | -57609.5168 |
Total P&L (%) | 1243.9782 | 1194.7516 | 49.2266 | 2965.6641 | 3023.2736 | -57.6095 |
Avg Daily Profit (%) | 0.6843 | 0.6572 | 0.0271 | 0.1885 | 0.1895 | -0.0472 |
Buy And Hold Return (%) | 644.0641 | 644.0641 | 644.0641 | 644.0641 | 644.0641 | 644.0641 |
Max Trade Drawdown | -105702 | -62290 | -65580 | -4072163 | -2585142 | -1951444 |
Profit Factor | 3.4722 | 6.089 | 1.1834 | 1.2835 | 1.6122 | 0.9896 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 40.5405 | 43.2432 | 37.8378 | 40.5405 | 43.2432 | 37.8378 |
Ratio Avg Win / Avg Loss | 5.0925 | 7.9919 | 1.9441 | 1.8825 | 2.1161 | 1.6257 |
Largest Winning Trade | 622581 | 622581 | 77075 | 3387032 | 3387032 | 1367693 |
Largest Losing Trade | -26633 | -26633 | -22630 | -1145938 | -1145938 | -894937 |
Avg Bars in Trades | 287 | 265 | 309 | 287 | 265 | 309 |
Avg Bars in Winners | 503 | 421 | 598 | 503 | 421 | 598 |
Avg Bars in Losers | 139 | 146 | 133 | 139 | 146 | 133 |
Bars Traded | 21275 | 9823 | 11451 | 21275 | 9823 | 11451 |
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 | -60984 | 359854 | -344893 | -65107 | 243801 | -582724 |
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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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