Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2207054.1328 | 2181701.5466 | 25352.5862 | 1150244.0334 | -643804.5454 | 1794048.5789 |
Total P&L (%) | 2207.0541 | 2181.7015 | 25.3526 | 1150.244 | -643.8045 | 1794.0486 |
Avg Daily Profit (%) | 1.1723 | 1.1588 | 0.0135 | 0.1343 | 0 | 0.1564 |
Buy And Hold Return (%) | 510.1553 | 510.1553 | 510.1553 | 510.1553 | 510.1553 | 510.1553 |
Max Trade Drawdown | -126504 | -142101 | -81927 | -5266762 | -6616581 | -1378157 |
Profit Factor | 4.0473 | 6.3323 | 1.0805 | 1.0661 | 0.9435 | 1.2987 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 42.3077 | 41.0256 | 43.5897 | 42.3077 | 41.0256 | 43.5897 |
Ratio Avg Win / Avg Loss | 5.519 | 9.1027 | 1.3982 | 1.4538 | 1.3563 | 1.6807 |
Largest Winning Trade | 1588990 | 1588990 | 56264 | 4885373 | 4885373 | 2194469 |
Largest Losing Trade | -50059 | -43129 | -50059 | -1632980 | -1632980 | -802709 |
Avg Bars in Trades | 69 | 70 | 67 | 69 | 70 | 67 |
Avg Bars in Winners | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 5404 | 2762 | 2641 | 5404 | 2762 | 2641 |
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 | -23115 | 596156 | -475132 | -208135 | -582580 | 134200 |
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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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