Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212420.3309 | 1212436.5918 | -16.261 | 1114672.6836 | 2213858.4624 | -1099185.7788 |
Total P&L (%) | 1212.4203 | 1212.4366 | -0.0163 | 1114.6727 | 2213.8585 | -1099.1858 |
Avg Daily Profit (%) | 0.6655 | 0.6655 | 0 | 0.1372 | 0.1726 | 0 |
Buy And Hold Return (%) | 637.4284 | 637.4284 | 637.4284 | 637.4284 | 637.4284 | 637.4284 |
Max Trade Drawdown | -117490 | -79206 | -78317 | -3964578 | -2005307 | -2059770 |
Profit Factor | 3.0796 | 5.5231 | 0.9999 | 1.1178 | 1.5354 | 0.7938 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 36.7089 | 41.0256 | 32.5 | 36.7089 | 41.0256 | 32.5 |
Ratio Avg Win / Avg Loss | 5.3097 | 7.9394 | 2.0768 | 1.9272 | 2.2071 | 1.6486 |
Largest Winning Trade | 664041 | 664041 | 77185 | 2182428 | 2182428 | 1006089 |
Largest Losing Trade | -39465 | -39465 | -29734 | -861765 | -861765 | -743055 |
Avg Bars in Trades | 134 | 126 | 142 | 134 | 126 | 142 |
Avg Bars in Winners | 243 | 210 | 283 | 243 | 210 | 283 |
Avg Bars in Losers | 71 | 68 | 73 | 71 | 68 | 73 |
Bars Traded | 10621 | 4934 | 5687 | 10621 | 4934 | 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 | -26088 | 330617 | -584777 | -144395 | 153966 | -584777 |
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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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