Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1377438.1244 | 1302054.3656 | 75383.7588 | 5497670.4469 | 5627906.2289 | -130235.782 |
Total P&L (%) | 1377.4381 | 1302.0544 | 75.3838 | 5497.6704 | 5627.9062 | -130.2358 |
Avg Daily Profit (%) | 0.7579 | 0.7165 | 0.0415 | 0.2217 | 0.223 | 0 |
Buy And Hold Return (%) | 597.02 | 597.02 | 597.02 | 597.02 | 597.02 | 597.02 |
Max Trade Drawdown | -99043 | -60502 | -72904 | -11878674 | -5842486 | -7116475 |
Profit Factor | 3.6413 | 7.251 | 1.2407 | 1.2164 | 1.5616 | 0.9915 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 40.5063 | 41.0256 | 40 | 40.5063 | 41.0256 | 40 |
Ratio Avg Win / Avg Loss | 5.3481 | 10.4233 | 1.861 | 1.7865 | 2.2448 | 1.4873 |
Largest Winning Trade | 751330 | 751330 | 76539 | 6651907 | 6651907 | 3966139 |
Largest Losing Trade | -39257 | -25085 | -39257 | -2247325 | -2247325 | -2168182 |
Avg Bars in Trades | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Winners | 109 | 96 | 123 | 109 | 96 | 123 |
Avg Bars in Losers | 38 | 39 | 36 | 38 | 39 | 36 |
Bars Traded | 5311 | 2456 | 2855 | 5311 | 2456 | 2855 |
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 | -20205 | 425811 | -306304 | -26062 | 272102 | -582972 |
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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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