Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308689.1594 | 1237290.9468 | 71398.2126 | 5462412.2226 | 5586475.0156 | -124062.793 |
Total P&L (%) | 1308.6892 | 1237.2909 | 71.3982 | 5462.4122 | 5586.475 | -124.0628 |
Avg Daily Profit (%) | 0.7218 | 0.6825 | 0.0394 | 0.2219 | 0.2231 | 0 |
Buy And Hold Return (%) | 492.9337 | 492.9337 | 492.9337 | 492.9337 | 492.9337 | 492.9337 |
Max Trade Drawdown | -104627 | -59420 | -68891 | -6785075 | -4999485 | -3751940 |
Profit Factor | 3.6521 | 6.7841 | 1.2554 | 1.2729 | 1.6368 | 0.989 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 39.4366 | 37.1429 | 41.6667 | 39.4366 | 37.1429 | 41.6667 |
Ratio Avg Win / Avg Loss | 5.6086 | 11.4807 | 1.7576 | 1.9548 | 2.77 | 1.3846 |
Largest Winning Trade | 621626 | 621626 | 78879 | 7031784 | 7031784 | 2403245 |
Largest Losing Trade | -33401 | -27296 | -33401 | -1981797 | -1867115 | -1981797 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 3539 | 1635 | 1904 | 3539 | 1635 | 1904 |
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 | -79499 | 436798 | -308396 | -86131 | 227702 | -582354 |
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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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