Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008187.6214 | 920874.2192 | 87313.4023 | 5317068.8663 | 5099601.6135 | 217467.2527 |
Total P&L (%) | 1008.1876 | 920.8742 | 87.3134 | 5317.0689 | 5099.6016 | 217.4673 |
Avg Daily Profit (%) | 0.4592 | 0.4195 | 0.0398 | 0.182 | 0.1801 | 0.0526 |
Buy And Hold Return (%) | 550.545 | 550.545 | 550.545 | 550.545 | 550.545 | 550.545 |
Max Trade Drawdown | -65894 | -91870 | -102538 | -2358640 | -1492633 | -1621516 |
Profit Factor | 2.9056 | 4.5267 | 1.3259 | 1.6417 | 2.1017 | 1.0595 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 47.3684 | 42.1053 | 52.6316 | 47.3684 | 42.1053 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.2284 | 6.2241 | 1.1933 | 1.8242 | 2.8899 | 0.9535 |
Largest Winning Trade | 416498 | 416498 | 59727 | 3881200 | 3881200 | 562380 |
Largest Losing Trade | -54772 | -27353 | -54772 | -1236352 | -978352 | -1236352 |
Avg Bars in Trades | 168 | 163 | 174 | 168 | 163 | 174 |
Avg Bars in Winners | 241 | 255 | 230 | 241 | 255 | 230 |
Avg Bars in Losers | 103 | 96 | 111 | 103 | 96 | 111 |
Bars Traded | 12820 | 6208 | 6612 | 12820 | 6208 | 6612 |
Profit Streak | 0 | 0 | 258.2668 | 0 | 0 | 258.2668 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47013 | 188391 | -303584 | -43808 | 317066 | -443450 |
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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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