Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246527.2611 | 1197691.4653 | 48835.7958 | 2439852.1821 | 2918818.5862 | -478966.4041 |
Total P&L (%) | 1246.5273 | 1197.6915 | 48.8358 | 2439.8522 | 2918.8186 | -478.9664 |
Avg Daily Profit (%) | 0.687 | 0.6601 | 0.0269 | 0.1784 | 0.188 | 0 |
Buy And Hold Return (%) | 551.1369 | 551.1369 | 551.1369 | 551.1369 | 551.1369 | 551.1369 |
Max Trade Drawdown | -72953 | -53485 | -99181 | -3826934 | -2174030 | -2183632 |
Profit Factor | 3.2919 | 6.3927 | 1.1518 | 1.2142 | 1.6368 | 0.9296 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.2099 | 40 | 46.3415 | 43.2099 | 40 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.3265 | 9.5891 | 1.3336 | 1.5959 | 2.4552 | 1.0764 |
Largest Winning Trade | 729897 | 729897 | 76223 | 2285307 | 2285307 | 1452097 |
Largest Losing Trade | -64646 | -21484 | -64646 | -841214 | -790493 | -841214 |
Avg Bars in Trades | 131 | 123 | 138 | 131 | 123 | 138 |
Avg Bars in Winners | 204 | 185 | 220 | 204 | 185 | 220 |
Avg Bars in Losers | 75 | 81 | 68 | 75 | 81 | 68 |
Bars Traded | 10625 | 4938 | 5687 | 10625 | 4938 | 5687 |
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 | -5568 | 392520 | -377666 | -12236 | 217354 | -580498 |
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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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