Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1691346.3279 | 1668893.7513 | 22452.5765 | 653906.8623 | 3517739.4822 | -2863832.6199 |
Total P&L (%) | 1691.3463 | 1668.8938 | 22.4526 | 653.9069 | 3517.7395 | -2863.8326 |
Avg Daily Profit (%) | 0.7603 | 0.7502 | 0.0101 | 0.0909 | 0.1614 | 0 |
Buy And Hold Return (%) | 239.6165 | 239.6165 | 239.6165 | 239.6165 | 239.6165 | 239.6165 |
Max Trade Drawdown | -208262 | -111071 | -111611 | -8173883 | -2654932 | -5661955 |
Profit Factor | 4.2589 | 8.6138 | 1.0749 | 1.0571 | 1.9271 | 0.6263 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 37.2881 | 34.4828 | 40 | 37.2881 | 34.4828 | 40 |
Ratio Avg Win / Avg Loss | 7.1626 | 16.3661 | 1.6123 | 1.7778 | 3.6616 | 0.9395 |
Largest Winning Trade | 1559831 | 1559831 | 49236 | 3371114 | 3371114 | 1656150 |
Largest Losing Trade | -48529 | -44939 | -48529 | -4257281 | -2029115 | -4257281 |
Avg Bars in Trades | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Winners | 128 | 117 | 137 | 128 | 117 | 137 |
Avg Bars in Losers | 38 | 44 | 33 | 38 | 44 | 33 |
Bars Traded | 4254 | 2008 | 2246 | 4254 | 2008 | 2246 |
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 | -164642 | 545611 | -486100 | -415964 | 190017 | -584714 |
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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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