Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1693954.3783 | 1692608.9036 | 1345.4747 | 1189829.718 | 4994607.9929 | -3804778.2749 |
Total P&L (%) | 1693.9544 | 1692.6089 | 1.3455 | 1189.8297 | 4994.608 | -3804.7783 |
Avg Daily Profit (%) | 0.9292 | 0.9285 | 0.0007 | 0.1404 | 0.2159 | 0 |
Buy And Hold Return (%) | 961.8544 | 961.8544 | 961.8544 | 961.8544 | 961.8544 | 961.8544 |
Max Trade Drawdown | -154555 | -69653 | -88017 | -5962531 | -2197679 | -3947575 |
Profit Factor | 3.7816 | 7.1844 | 1.004 | 1.0883 | 1.9692 | 0.5428 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 44.4444 | 40 | 48.7805 | 44.4444 | 40 | 48.7805 |
Ratio Avg Win / Avg Loss | 4.727 | 10.7765 | 1.0542 | 1.3604 | 2.9539 | 0.57 |
Largest Winning Trade | 1069576 | 1069576 | 69714 | 5020298 | 5020298 | 632023 |
Largest Losing Trade | -51365 | -37649 | -51365 | -3303460 | -753663 | -3303460 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 60 | 67 | 54 | 60 | 67 | 54 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 3433 | 1775 | 1658 | 3433 | 1775 | 1658 |
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 | -6739 | 340357 | -574151 | -239113 | 246545 | -581216 |
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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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