Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1129829.7332 | 1086720.9027 | 43108.8305 | 2509984.3401 | 3111278.8683 | -601294.5281 |
Total P&L (%) | 1129.8297 | 1086.7209 | 43.1088 | 2509.9843 | 3111.2789 | -601.2945 |
Avg Daily Profit (%) | 0.6187 | 0.5951 | 0.0236 | 0.1788 | 0.1902 | 0 |
Buy And Hold Return (%) | 605.5432 | 605.5432 | 605.5432 | 605.5432 | 605.5432 | 605.5432 |
Max Trade Drawdown | -94721 | -54153 | -84359 | -5072692 | -3067166 | -2915816 |
Profit Factor | 3.0754 | 5.728 | 1.1371 | 1.2075 | 1.5702 | 0.9095 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44 | 43.2432 | 44.7368 | 44 | 43.2432 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.9141 | 7.518 | 1.4046 | 1.5368 | 2.0609 | 1.1235 |
Largest Winning Trade | 643798 | 643798 | 78403 | 3155015 | 3155015 | 1472094 |
Largest Losing Trade | -31956 | -20124 | -31956 | -1141920 | -1060074 | -1141920 |
Avg Bars in Trades | 285 | 266 | 304 | 285 | 266 | 304 |
Avg Bars in Winners | 455 | 398 | 509 | 455 | 398 | 509 |
Avg Bars in Losers | 152 | 166 | 138 | 152 | 166 | 138 |
Bars Traded | 21427 | 9872 | 11555 | 21427 | 9872 | 11555 |
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 | -53902 | 319080 | -398914 | -57218 | 249702 | -581145 |
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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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