Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276912.6223 | 1217989.7518 | 58922.8705 | 4630212.4697 | 4810769.3475 | -180556.8777 |
Total P&L (%) | 1276.9126 | 1217.9898 | 58.9229 | 4630.2125 | 4810.7693 | -180.5569 |
Avg Daily Profit (%) | 0.6962 | 0.6641 | 0.0321 | 0.2105 | 0.2125 | 0 |
Buy And Hold Return (%) | 627.3074 | 627.3074 | 627.3074 | 627.3074 | 627.3074 | 627.3074 |
Max Trade Drawdown | -97159 | -59424 | -66610 | -9497671 | -4533547 | -5465141 |
Profit Factor | 3.501 | 6.8064 | 1.1959 | 1.2269 | 1.5509 | 0.9845 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 36 | 37.8378 | 34.2105 | 36 | 37.8378 | 34.2105 |
Ratio Avg Win / Avg Loss | 6.224 | 11.1819 | 2.2998 | 2.1811 | 2.5478 | 1.8933 |
Largest Winning Trade | 690405 | 690405 | 79010 | 5935532 | 5935532 | 2694456 |
Largest Losing Trade | -31237 | -28416 | -31237 | -1978292 | -1904121 | -1978292 |
Avg Bars in Trades | 94 | 88 | 99 | 94 | 88 | 99 |
Avg Bars in Winners | 166 | 139 | 195 | 166 | 139 | 195 |
Avg Bars in Losers | 53 | 57 | 50 | 53 | 57 | 50 |
Bars Traded | 7078 | 3282 | 3796 | 7078 | 3282 | 3796 |
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 | -54399 | 307097 | -325805 | -57846 | 221353 | -584127 |
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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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