Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1616725.988 | 1647574.9552 | -30848.9673 | 105836.224 | 242827.9761 | -136991.7522 |
Total P&L (%) | 1616.726 | 1647.575 | -30.849 | 105.8362 | 242.828 | -136.9918 |
Avg Daily Profit (%) | 0.7307 | 0.7446 | -0.0139 | 0.0326 | 0.0557 | 0 |
Buy And Hold Return (%) | 433.8472 | 433.8472 | 433.8472 | 433.8472 | 433.8472 | 433.8472 |
Max Trade Drawdown | -149453 | -87242 | -215064 | -259505 | -111920 | -291341 |
Profit Factor | 4.0919 | 8.7709 | 0.9008 | 1.1616 | 2.0367 | 0.6744 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 41.3333 | 45.9459 | 36.8421 | 41.3333 | 45.9459 | 36.8421 |
Ratio Avg Win / Avg Loss | 5.8079 | 10.3187 | 1.5442 | 1.6487 | 2.3961 | 1.1561 |
Largest Winning Trade | 1638319 | 1638319 | 44288 | 274096 | 274096 | 64411 |
Largest Losing Trade | -71508 | -37290 | -71508 | -149374 | -81197 | -149374 |
Avg Bars in Trades | 82 | 71 | 93 | 82 | 71 | 93 |
Avg Bars in Winners | 121 | 99 | 149 | 121 | 99 | 149 |
Avg Bars in Losers | 54 | 47 | 60 | 54 | 47 | 60 |
Bars Traded | 6190 | 2638 | 3552 | 6190 | 2638 | 3552 |
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 | -47410 | 620912 | -583104 | -421393 | -282021 | -584215 |
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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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