Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257414.5208 | 1287207.5213 | -29793.0005 | 238126.6457 | 2279340.7375 | -2041214.0918 |
Total P&L (%) | 1257.4145 | 1287.2075 | -29.793 | 238.1266 | 2279.3407 | -2041.2141 |
Avg Daily Profit (%) | 0.6923 | 0.7087 | -0.0164 | 0.0671 | 0.1747 | 0 |
Buy And Hold Return (%) | 694.1515 | 694.1515 | 694.1515 | 694.1515 | 694.1515 | 694.1515 |
Max Trade Drawdown | -214025 | -102121 | -119122 | -5186230 | -2361981 | -3049211 |
Profit Factor | 2.9296 | 4.5604 | 0.8973 | 1.0245 | 1.4643 | 0.5771 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 47.561 | 46.3415 | 48.7805 | 47.561 | 46.3415 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.23 | 5.2805 | 0.9422 | 1.1295 | 1.6956 | 0.6059 |
Largest Winning Trade | 787722 | 787722 | 64805 | 3804224 | 3804224 | 632760 |
Largest Losing Trade | -50909 | -43069 | -50909 | -1837722 | -1155078 | -1837722 |
Avg Bars in Trades | 126 | 127 | 126 | 126 | 127 | 126 |
Avg Bars in Winners | 164 | 175 | 153 | 164 | 175 | 153 |
Avg Bars in Losers | 93 | 85 | 101 | 93 | 85 | 101 |
Bars Traded | 10409 | 5211 | 5198 | 10409 | 5211 | 5198 |
Profit Streak | 0 | 134.412 | 0 | 0 | 134.412 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32 | 430662 | -581216 | -472463 | 256519 | -581216 |
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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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