Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261646.9388 | 1161929.1415 | 99717.7973 | 4730461.3622 | -508410.7399 | 5238872.1021 |
Total P&L (%) | 1261.6469 | 1161.9291 | 99.7178 | 4730.4614 | -508.4107 | 5238.8721 |
Avg Daily Profit (%) | 0.703 | 0.6474 | 0.0556 | 0.2163 | 0 | 0.2219 |
Buy And Hold Return (%) | 177.8991 | 177.8991 | 177.8991 | 177.8991 | 177.8991 | 177.8991 |
Max Trade Drawdown | -111395 | -82307 | -106554 | -9020222 | -7878726 | -2703997 |
Profit Factor | 3.311 | 5.011 | 1.3891 | 1.1734 | 0.9698 | 1.5021 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 39.7436 | 38.4615 | 41.0256 | 39.7436 | 38.4615 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.0198 | 8.0176 | 1.9969 | 1.7791 | 1.5517 | 2.1593 |
Largest Winning Trade | 646516 | 646516 | 70980 | 5638842 | 5638842 | 2340728 |
Largest Losing Trade | -45220 | -25662 | -45220 | -3209301 | -3209301 | -1627336 |
Avg Bars in Trades | 66 | 46 | 86 | 66 | 46 | 86 |
Avg Bars in Winners | 114 | 67 | 158 | 114 | 67 | 158 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 5188 | 1817 | 3371 | 5188 | 1817 | 3371 |
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 | -24099 | 535896 | -286229 | -63226 | -582466 | 258673 |
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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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