Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323639.5687 | 1255131.9804 | 68507.5883 | 4543483.2719 | 4734295.519 | -190812.2471 |
Total P&L (%) | 1323.6396 | 1255.132 | 68.5076 | 4543.4833 | 4734.2955 | -190.8122 |
Avg Daily Profit (%) | 0.7289 | 0.6912 | 0.0377 | 0.2116 | 0.2138 | 0 |
Buy And Hold Return (%) | 541.9283 | 541.9283 | 541.9283 | 541.9283 | 541.9283 | 541.9283 |
Max Trade Drawdown | -98604 | -68373 | -84969 | -9886657 | -5122786 | -5568451 |
Profit Factor | 3.5208 | 6.8378 | 1.2209 | 1.2144 | 1.5476 | 0.9848 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 41.5584 | 39.4737 | 43.5897 | 41.5584 | 39.4737 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.9511 | 10.4846 | 1.58 | 1.7078 | 2.373 | 1.2744 |
Largest Winning Trade | 737747 | 737747 | 76463 | 5440694 | 5440694 | 3021118 |
Largest Losing Trade | -41183 | -28074 | -41183 | -1784967 | -1345707 | -1784967 |
Avg Bars in Trades | 91 | 87 | 96 | 91 | 87 | 96 |
Avg Bars in Winners | 148 | 136 | 159 | 148 | 136 | 159 |
Avg Bars in Losers | 51 | 55 | 47 | 51 | 55 | 47 |
Bars Traded | 7080 | 3319 | 3761 | 7080 | 3319 | 3761 |
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 | -34231 | 428453 | -310045 | -40751 | 244190 | -581583 |
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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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