Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347809.6161 | 1409309.5405 | -61499.9244 | 927261.3573 | -13355788.6398 | 14283049.9971 |
Total P&L (%) | 1347.8096 | 1409.3095 | -61.4999 | 927.2614 | -13355.7886 | 14283.05 |
Avg Daily Profit (%) | 0.7509 | 0.7851 | -0.0343 | 0.1299 | 0 | 0.2772 |
Buy And Hold Return (%) | 324.5089 | 324.5089 | 324.5089 | 324.5089 | 324.5089 | 324.5089 |
Max Trade Drawdown | -248538 | -81338 | -349882 | -23086595 | -15510867 | -8668280 |
Profit Factor | 2.8101 | 6.4004 | 0.8728 | 1.03 | 0.3312 | 2.3044 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 19 | 22 | 39 | 16 | 23 |
Losing Trades | 37 | 20 | 17 | 39 | 23 | 16 |
Profitability (%) | 52.5641 | 48.7179 | 56.4103 | 50 | 41.0256 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.536 | 6.7372 | 0.6745 | 1.03 | 0.4761 | 1.603 |
Largest Winning Trade | 1137171 | 1137171 | 64938 | 20041334 | 2092626 | 20041334 |
Largest Losing Trade | -248538 | -32641 | -248538 | -8467090 | -6981123 | -8467090 |
Avg Bars in Trades | 66 | 46 | 86 | 66 | 46 | 86 |
Avg Bars in Winners | 80 | 48 | 109 | 81 | 44 | 107 |
Avg Bars in Losers | 50 | 44 | 56 | 51 | 47 | 56 |
Bars Traded | 5178 | 1810 | 3368 | 5178 | 1810 | 3368 |
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 | -22421 | 690183 | -579926 | -248798 | -584247 | 513684 |
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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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