Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263530.4762 | 1220436.7959 | 43093.6804 | 2749084.197 | 3038913.9283 | -289829.7313 |
Total P&L (%) | 1263.5305 | 1220.4368 | 43.0937 | 2749.0842 | 3038.9139 | -289.8297 |
Avg Daily Profit (%) | 0.6944 | 0.6708 | 0.0237 | 0.1843 | 0.1896 | 0 |
Buy And Hold Return (%) | 623.2453 | 623.2453 | 623.2453 | 623.2453 | 623.2453 | 623.2453 |
Max Trade Drawdown | -119161 | -70508 | -65428 | -7068560 | -4357937 | -3371521 |
Profit Factor | 3.3851 | 5.723 | 1.1588 | 1.1708 | 1.3719 | 0.9634 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 38.2716 | 37.5 | 39.0244 | 38.2716 | 37.5 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.4598 | 9.5383 | 1.8106 | 1.8884 | 2.2864 | 1.5053 |
Largest Winning Trade | 653703 | 653703 | 74961 | 4605905 | 4605905 | 2412173 |
Largest Losing Trade | -27140 | -23657 | -27140 | -1683942 | -1683942 | -1072168 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 78 | 70 | 86 | 78 | 70 | 86 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 3538 | 1644 | 1894 | 3538 | 1644 | 1894 |
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 | -8808 | 301892 | -375967 | -46287 | 119031 | -582232 |
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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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