Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1795907.4667 | 1734240.0071 | 61667.4596 | 2117271.6331 | 5010528.8891 | -2893257.2561 |
Total P&L (%) | 1795.9075 | 1734.24 | 61.6675 | 2117.2716 | 5010.5289 | -2893.2573 |
Avg Daily Profit (%) | 0.7921 | 0.7649 | 0.0272 | 0.1368 | 0.1737 | 0 |
Buy And Hold Return (%) | 259.6447 | 259.6447 | 259.6447 | 259.6447 | 259.6447 | 259.6447 |
Max Trade Drawdown | -110279 | -104102 | -87704 | -9200210 | -5669281 | -5153118 |
Profit Factor | 4.1085 | 6.975 | 1.2145 | 1.0969 | 1.4752 | 0.744 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 45.5696 | 40 | 51.2821 | 45.5696 | 40 | 51.2821 |
Ratio Avg Win / Avg Loss | 4.9073 | 10.4626 | 1.1538 | 1.3102 | 2.2128 | 0.7068 |
Largest Winning Trade | 1288107 | 1288107 | 49863 | 9885291 | 9885291 | 1974554 |
Largest Losing Trade | -62053 | -32925 | -62053 | -4239014 | -2573887 | -4239014 |
Avg Bars in Trades | 164 | 153 | 175 | 164 | 153 | 175 |
Avg Bars in Winners | 249 | 253 | 246 | 249 | 253 | 246 |
Avg Bars in Losers | 93 | 87 | 101 | 93 | 87 | 101 |
Bars Traded | 12997 | 6146 | 6851 | 12997 | 6146 | 6851 |
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 | -12816 | 623503 | -322571 | -156957 | 223825 | -580591 |
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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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