Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500345.2774 | 1439073.7828 | 61271.4946 | -162756.2667 | 488863.2362 | -651619.5029 |
Total P&L (%) | 1500.3453 | 1439.0738 | 61.2715 | -162.7563 | 488.8632 | -651.6195 |
Avg Daily Profit (%) | 0.6769 | 0.6493 | 0.0276 | 0 | 0.08 | 0 |
Buy And Hold Return (%) | 429.8297 | 429.8297 | 429.8297 | 429.8297 | 429.8297 | 429.8297 |
Max Trade Drawdown | -108297 | -90855 | -110758 | -919633 | -162640 | -879713 |
Profit Factor | 3.7954 | 7.8387 | 1.1878 | 0.9003 | 2.1146 | 0.454 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 17 | 21 | 41 | 24 | 17 |
Losing Trades | 39 | 22 | 17 | 36 | 15 | 21 |
Profitability (%) | 49.3506 | 43.5897 | 55.2632 | 53.2468 | 61.5385 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.8953 | 10.1442 | 0.9615 | 0.7905 | 1.3216 | 0.5609 |
Largest Winning Trade | 1213496 | 1213496 | 47974 | 279289 | 279289 | 83175 |
Largest Losing Trade | -100737 | -33706 | -100737 | -618876 | -106097 | -618876 |
Avg Bars in Trades | 54 | 58 | 49 | 54 | 58 | 49 |
Avg Bars in Winners | 70 | 81 | 61 | 45 | 53 | 34 |
Avg Bars in Losers | 38 | 41 | 34 | 64 | 67 | 61 |
Bars Traded | 4172 | 2288 | 1884 | 4172 | 2288 | 1884 |
Profit Streak | 0 | 0 | 0 | 56.3534 | 56.3534 | 82.8534 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30179 | 544743 | -336660 | -625172 | -203749 | -581849 |
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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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