Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2140011.1014 | 2028126.808 | 111884.2934 | 6949128.0988 | 6830814.5764 | 118313.5224 |
Total P&L (%) | 2140.0111 | 2028.1268 | 111.8843 | 6949.1281 | 6830.8146 | 118.3135 |
Avg Daily Profit (%) | 1.1348 | 1.0755 | 0.0593 | 0.2259 | 0.225 | 0.0414 |
Buy And Hold Return (%) | 397.4065 | 397.4065 | 397.4065 | 397.4065 | 397.4065 | 397.4065 |
Max Trade Drawdown | -121334 | -153424 | -43664 | -14729137 | -11552044 | -7007083 |
Profit Factor | 5.3539 | 7.7697 | 1.583 | 1.1902 | 1.3267 | 1.0076 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 40.5063 | 35 | 46.1538 | 40.5063 | 35 | 46.1538 |
Ratio Avg Win / Avg Loss | 7.8636 | 14.4295 | 1.8468 | 1.7481 | 2.4638 | 1.1755 |
Largest Winning Trade | 1488938 | 1488938 | 63244 | 14718020 | 14718020 | 3851819 |
Largest Losing Trade | -37969 | -30051 | -37969 | -6675194 | -3277196 | -6675194 |
Avg Bars in Trades | 92 | 77 | 107 | 92 | 77 | 107 |
Avg Bars in Winners | 146 | 137 | 154 | 146 | 137 | 154 |
Avg Bars in Losers | 55 | 46 | 67 | 55 | 46 | 67 |
Bars Traded | 7314 | 3114 | 4200 | 7314 | 3114 | 4200 |
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 | -14535 | 535097 | -278027 | -36920 | 136953 | -517042 |
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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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