Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1299012.9875 | 1217870.3472 | 81142.6403 | 6209885.6793 | 4830913.8287 | 1378971.8506 |
Total P&L (%) | 1299.013 | 1217.8703 | 81.1426 | 6209.8857 | 4830.9138 | 1378.9719 |
Avg Daily Profit (%) | 0.714 | 0.6694 | 0.0446 | 0.2281 | 0.2145 | 0.1482 |
Buy And Hold Return (%) | 597.7703 | 597.7703 | 597.7703 | 597.7703 | 597.7703 | 597.7703 |
Max Trade Drawdown | -117822 | -57646 | -79263 | -10535089 | -4876865 | -5658224 |
Profit Factor | 3.7484 | 6.5859 | 1.3187 | 1.3251 | 1.5011 | 1.1458 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 37.9747 | 41.0256 | 35 | 37.9747 | 41.0256 | 35 |
Ratio Avg Win / Avg Loss | 6.1223 | 9.4673 | 2.449 | 2.1643 | 2.1578 | 2.1279 |
Largest Winning Trade | 660033 | 660033 | 77339 | 5011643 | 4191134 | 5011643 |
Largest Losing Trade | -28981 | -24266 | -28981 | -3100933 | -3100933 | -1545565 |
Avg Bars in Trades | 89 | 77 | 101 | 89 | 77 | 101 |
Avg Bars in Winners | 158 | 129 | 190 | 158 | 129 | 190 |
Avg Bars in Losers | 47 | 41 | 52 | 47 | 41 | 52 |
Bars Traded | 7086 | 3035 | 4050 | 7086 | 3035 | 4050 |
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 | -22380 | 376884 | -303610 | -26327 | 256173 | -64519 |
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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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