Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329169.2281 | 1280773.5315 | 48395.6966 | 2964975.4519 | 4742364.6873 | -1777389.2353 |
Total P&L (%) | 1329.1692 | 1280.7735 | 48.3957 | 2964.9755 | 4742.3647 | -1777.3892 |
Avg Daily Profit (%) | 0.7329 | 0.7062 | 0.0267 | 0.1889 | 0.2142 | 0 |
Buy And Hold Return (%) | 545.265 | 545.265 | 545.265 | 545.265 | 545.265 | 545.265 |
Max Trade Drawdown | -112970 | -58563 | -74763 | -10222286 | -5383036 | -5170271 |
Profit Factor | 3.2657 | 6.0735 | 1.1448 | 1.1287 | 1.5174 | 0.8718 |
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 | 5.2673 | 10.1226 | 1.7888 | 1.8205 | 2.5289 | 1.3622 |
Largest Winning Trade | 775440 | 775440 | 74907 | 5772179 | 5772179 | 3449025 |
Largest Losing Trade | -31318 | -22696 | -31318 | -2987030 | -1523026 | -2987030 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 3541 | 1653 | 1889 | 3541 | 1653 | 1889 |
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 | -5974 | 413894 | -387359 | -91752 | 210573 | -583343 |
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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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