Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2166957.2396 | 2096758.0524 | 70199.1872 | 1221870.5808 | 808224.7614 | 413645.8194 |
Total P&L (%) | 2166.9572 | 2096.7581 | 70.1992 | 1221.8706 | 808.2248 | 413.6458 |
Avg Daily Profit (%) | 0.9802 | 0.9484 | 0.0318 | 0.1168 | 0.0999 | 0.074 |
Buy And Hold Return (%) | 328.1053 | 328.1053 | 328.1053 | 328.1053 | 328.1053 | 328.1053 |
Max Trade Drawdown | -104260 | -94897 | -72737 | -3351349 | -3195800 | -1227564 |
Profit Factor | 5.6715 | 8.2419 | 1.4027 | 1.1219 | 1.1253 | 1.1158 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 41.0959 | 30.5556 | 51.3514 | 41.0959 | 30.5556 | 51.3514 |
Ratio Avg Win / Avg Loss | 8.1292 | 18.7316 | 1.3288 | 1.608 | 2.5574 | 1.0571 |
Largest Winning Trade | 2068091 | 2068091 | 43252 | 2690765 | 2690765 | 739692 |
Largest Losing Trade | -36031 | -36031 | -33541 | -1584767 | -1584767 | -724498 |
Avg Bars in Trades | 112 | 162 | 62 | 112 | 162 | 62 |
Avg Bars in Winners | 161 | 298 | 82 | 161 | 298 | 82 |
Avg Bars in Losers | 77 | 103 | 41 | 77 | 103 | 41 |
Bars Traded | 8190 | 5864 | 2326 | 8190 | 5864 | 2326 |
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 | -58394 | 498705 | -315353 | -204141 | -152232 | -271740 |
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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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