Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246049.4181 | 1197372.7642 | 48676.6539 | 3159751.1035 | 3497737.0185 | -337985.9149 |
Total P&L (%) | 1246.0494 | 1197.3728 | 48.6767 | 3159.7511 | 3497.737 | -337.9859 |
Avg Daily Profit (%) | 0.6828 | 0.6561 | 0.0267 | 0.1911 | 0.1965 | 0 |
Buy And Hold Return (%) | 707.97 | 707.97 | 707.97 | 707.97 | 707.97 | 707.97 |
Max Trade Drawdown | -108666 | -55050 | -63910 | -3894953 | -3377296 | -1996359 |
Profit Factor | 3.5243 | 6.0967 | 1.1882 | 1.2445 | 1.5263 | 0.9462 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.934 | 8.5354 | 1.6634 | 1.7423 | 2.1368 | 1.3246 |
Largest Winning Trade | 630352 | 630352 | 76333 | 4037336 | 4037336 | 1673597 |
Largest Losing Trade | -27411 | -27411 | -27232 | -1341813 | -1341813 | -1102296 |
Avg Bars in Trades | 97 | 89 | 104 | 97 | 89 | 104 |
Avg Bars in Winners | 166 | 144 | 188 | 166 | 144 | 188 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 6992 | 3220 | 3772 | 6992 | 3220 | 3772 |
Profit Streak | 0 | 113.1424 | 0 | 0 | 113.1424 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76630 | 332364 | -338701 | -80011 | 248934 | -582354 |
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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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