Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1267972.1096 | 1196714.4094 | 71257.7002 | 4427693.322 | 4499770.3449 | -72077.0228 |
Total P&L (%) | 1267.9721 | 1196.7144 | 71.2577 | 4427.6933 | 4499.7703 | -72.077 |
Avg Daily Profit (%) | 0.6976 | 0.6584 | 0.0392 | 0.21 | 0.2109 | -0.0702 |
Buy And Hold Return (%) | 617.037 | 617.037 | 617.037 | 617.037 | 617.037 | 617.037 |
Max Trade Drawdown | -82133 | -71810 | -92617 | -4670152 | -2754969 | -2906805 |
Profit Factor | 3.3231 | 6.0842 | 1.2295 | 1.2929 | 1.7416 | 0.992 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 43.038 | 43.5897 | 42.5 | 43.038 | 43.5897 | 42.5 |
Ratio Avg Win / Avg Loss | 4.3982 | 7.8737 | 1.6635 | 1.7112 | 2.2539 | 1.3422 |
Largest Winning Trade | 668429 | 668429 | 76003 | 3601486 | 3601486 | 1863069 |
Largest Losing Trade | -35376 | -27296 | -35376 | -1363801 | -1290042 | -1363801 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 68 | 63 | 74 | 68 | 63 | 74 |
Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
Bars Traded | 3510 | 1655 | 1855 | 3510 | 1655 | 1855 |
Profit Streak | 0 | 108.5198 | 0 | 0 | 108.5198 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21863 | 406131 | -308433 | -24710 | 342789 | -581999 |
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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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