Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284491.1526 | 1217964.9026 | 66526.2501 | 3979518.1747 | 3776998.5525 | 202519.6221 |
Total P&L (%) | 1284.4912 | 1217.9649 | 66.5263 | 3979.5182 | 3776.9986 | 202.5196 |
Avg Daily Profit (%) | 0.7062 | 0.6696 | 0.0366 | 0.2041 | 0.2013 | 0.0609 |
Buy And Hold Return (%) | 653.2035 | 653.2035 | 653.2035 | 653.2035 | 653.2035 | 653.2035 |
Max Trade Drawdown | -97726 | -54807 | -65700 | -7760820 | -4841557 | -4457971 |
Profit Factor | 3.3623 | 5.9669 | 1.2228 | 1.2181 | 1.4466 | 1.0207 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 41.9753 | 40 | 43.9024 | 41.9753 | 40 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.6478 | 8.9504 | 1.5625 | 1.6839 | 2.1699 | 1.3042 |
Largest Winning Trade | 617220 | 617220 | 75948 | 4911586 | 4911586 | 2406561 |
Largest Losing Trade | -43656 | -25272 | -43656 | -1416601 | -1416601 | -1330164 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 3560 | 1641 | 1919 | 3560 | 1641 | 1919 |
Profit Streak | 0 | 112.9256 | 0 | 0 | 112.9256 | 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 | -7717 | 354995 | -311432 | -11236 | 231292 | -477513 |
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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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