Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810399.1099 | 766442.0326 | 43957.0773 | 7937810.6879 | 6631810.5378 | 1306000.1501 |
Total P&L (%) | 810.3991 | 766.442 | 43.9571 | 7937.8107 | 6631.8105 | 1306.0002 |
Avg Daily Profit (%) | 0.3241 | 0.3065 | 0.0176 | 0.1756 | 0.1685 | 0.1058 |
Buy And Hold Return (%) | 3647.0348 | 3647.0348 | 3647.0348 | 3647.0348 | 3647.0348 | 3647.0348 |
Max Trade Drawdown | -114188 | -62723 | -63922 | -1300176 | -969733 | -1030944 |
Profit Factor | 3.5267 | 5.8907 | 1.268 | 2.7482 | 3.926 | 1.5743 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 49.3333 | 57.8947 | 40.5405 | 49.3333 | 57.8947 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.622 | 4.2842 | 1.8597 | 2.8225 | 2.8552 | 2.309 |
Largest Winning Trade | 336672 | 336672 | 47197 | 2985093 | 2985093 | 1056323 |
Largest Losing Trade | -37315 | -23345 | -37315 | -514627 | -514627 | -241709 |
Avg Bars in Trades | 96 | 126 | 66 | 96 | 126 | 66 |
Avg Bars in Winners | 144 | 178 | 96 | 144 | 178 | 96 |
Avg Bars in Losers | 49 | 54 | 45 | 49 | 54 | 45 |
Bars Traded | 7241 | 4798 | 2443 | 7241 | 4798 | 2443 |
Profit Streak | 85.7614 | 239.7614 | 0 | 85.7614 | 239.7614 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -210943 | -145991 | -337820 | -53617 | 326402 | -217954 |
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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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