Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238992.4138 | 1193066.8211 | 45925.5927 | 2965952.7015 | 3427658.3816 | -461705.6801 |
Total P&L (%) | 1238.9924 | 1193.0668 | 45.9256 | 2965.9527 | 3427.6584 | -461.7057 |
Avg Daily Profit (%) | 0.681 | 0.6558 | 0.0252 | 0.1883 | 0.1961 | 0 |
Buy And Hold Return (%) | 603.0468 | 603.0468 | 603.0468 | 603.0468 | 603.0468 | 603.0468 |
Max Trade Drawdown | -110969 | -72004 | -82344 | -7324554 | -3393875 | -4190913 |
Profit Factor | 3.273 | 6.3091 | 1.1434 | 1.1954 | 1.541 | 0.9478 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 40.2597 | 44.7368 | 35.8974 | 40.2597 | 44.7368 | 35.8974 |
Ratio Avg Win / Avg Loss | 4.8568 | 7.7936 | 2.0417 | 1.7739 | 1.9035 | 1.6925 |
Largest Winning Trade | 679023 | 679023 | 76882 | 4280488 | 4280488 | 2075443 |
Largest Losing Trade | -41183 | -25717 | -41183 | -1403410 | -1291581 | -1403410 |
Avg Bars in Trades | 92 | 86 | 97 | 92 | 86 | 97 |
Avg Bars in Winners | 146 | 122 | 176 | 146 | 122 | 176 |
Avg Bars in Losers | 54 | 56 | 53 | 54 | 56 | 53 |
Bars Traded | 7084 | 3281 | 3803 | 7084 | 3281 | 3803 |
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 | -38184 | 410224 | -392113 | -47975 | 279372 | -583463 |
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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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