Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287566.5873 | 1232292.4015 | 55274.1858 | 3283363.2352 | 4027104.3702 | -743741.1349 |
Total P&L (%) | 1287.5666 | 1232.2924 | 55.2742 | 3283.3632 | 4027.1044 | -743.7411 |
Avg Daily Profit (%) | 0.7067 | 0.6763 | 0.0303 | 0.1935 | 0.2044 | 0 |
Buy And Hold Return (%) | 639.679 | 639.679 | 639.679 | 639.679 | 639.679 | 639.679 |
Max Trade Drawdown | -105911 | -59273 | -82855 | -8360755 | -4263452 | -4682687 |
Profit Factor | 3.4729 | 6.749 | 1.1804 | 1.1968 | 1.5641 | 0.9221 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 42.6667 | 43.2432 | 42.1053 | 42.6667 | 43.2432 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.6667 | 8.8581 | 1.6231 | 1.6082 | 2.0529 | 1.2679 |
Largest Winning Trade | 746671 | 746671 | 76108 | 4944100 | 4944100 | 2227178 |
Largest Losing Trade | -52620 | -25717 | -52620 | -1578293 | -1489173 | -1578293 |
Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Winners | 151 | 131 | 171 | 151 | 131 | 171 |
Avg Bars in Losers | 51 | 55 | 48 | 51 | 55 | 48 |
Bars Traded | 7079 | 3272 | 3806 | 7079 | 3272 | 3806 |
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 | -51921 | 382887 | -342115 | -60332 | 280523 | -582168 |
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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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