Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2025310.0604 | 1973582.8758 | 51727.1846 | 2156433.7697 | 4653198.4373 | -2496764.6676 |
Total P&L (%) | 2025.3101 | 1973.5829 | 51.7272 | 2156.4338 | 4653.1984 | -2496.7647 |
Avg Daily Profit (%) | 0.9725 | 0.9477 | 0.0248 | 0.1498 | 0.1856 | 0 |
Buy And Hold Return (%) | 452.5065 | 452.5065 | 452.5065 | 452.5065 | 452.5065 | 452.5065 |
Max Trade Drawdown | -147648 | -95339 | -111099 | -6348802 | -3007376 | -3886668 |
Profit Factor | 4.5331 | 9.2791 | 1.1545 | 1.1258 | 1.6607 | 0.7527 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 41.5584 | 42.1053 | 41.0256 | 41.5584 | 42.1053 | 41.0256 |
Ratio Avg Win / Avg Loss | 6.3747 | 12.7588 | 1.6596 | 1.5832 | 2.2835 | 1.082 |
Largest Winning Trade | 1807457 | 1807457 | 50330 | 4933593 | 4933593 | 1369091 |
Largest Losing Trade | -35957 | -28155 | -35957 | -1670125 | -937836 | -1670125 |
Avg Bars in Trades | 319 | 294 | 343 | 319 | 294 | 343 |
Avg Bars in Winners | 570 | 524 | 616 | 570 | 524 | 616 |
Avg Bars in Losers | 141 | 128 | 154 | 141 | 128 | 154 |
Bars Traded | 24616 | 11208 | 13407 | 24616 | 11208 | 13407 |
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 | -30591 | 607117 | -378427 | -124835 | 288105 | -582580 |
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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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