Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1859253.5168 | 1729640.8215 | 129612.6953 | 3402314.7683 | -2426304.7754 | 5828619.5437 |
Total P&L (%) | 1859.2535 | 1729.6408 | 129.6127 | 3402.3148 | -2426.3048 | 5828.6195 |
Avg Daily Profit (%) | 1.0032 | 0.9333 | 0.0699 | 0.1921 | 0 | 0.2205 |
Buy And Hold Return (%) | 77.072 | 77.072 | 77.072 | 77.072 | 77.072 | 77.072 |
Max Trade Drawdown | -102629 | -87814 | -48993 | -9387324 | -8316138 | -3920353 |
Profit Factor | 5.9395 | 10.0334 | 1.7009 | 1.1167 | 0.8413 | 1.4204 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 42.4658 | 32.4324 | 52.7778 | 42.4658 | 32.4324 | 52.7778 |
Ratio Avg Win / Avg Loss | 8.0471 | 20.903 | 1.5218 | 1.513 | 1.7526 | 1.2709 |
Largest Winning Trade | 1532929 | 1532929 | 62561 | 4748662 | 4748662 | 4451352 |
Largest Losing Trade | -30268 | -23154 | -30268 | -3030468 | -1850759 | -3030468 |
Avg Bars in Trades | 94 | 71 | 119 | 94 | 71 | 119 |
Avg Bars in Winners | 163 | 139 | 178 | 163 | 139 | 178 |
Avg Bars in Losers | 44 | 38 | 53 | 44 | 38 | 53 |
Bars Traded | 6922 | 2630 | 4292 | 6922 | 2630 | 4292 |
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 | -57381 | 539409 | -104985 | -162262 | -584826 | 338065 |
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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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