Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954836.4207 | 917785.899 | 37050.5216 | 2884844.1959 | 4196906.1897 | -1312061.9938 |
Total P&L (%) | 954.8364 | 917.7859 | 37.0505 | 2884.8442 | 4196.9062 | -1312.062 |
Avg Daily Profit (%) | 0.4343 | 0.4175 | 0.0169 | 0.1546 | 0.1712 | 0 |
Buy And Hold Return (%) | 764.7828 | 764.7828 | 764.7828 | 764.7828 | 764.7828 | 764.7828 |
Max Trade Drawdown | -86512 | -47209 | -71374 | -3804647 | -1874573 | -2984979 |
Profit Factor | 3.1283 | 5.3627 | 1.1555 | 1.3392 | 2.1024 | 0.7207 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50.6667 | 47.3684 | 54.0541 | 50.6667 | 47.3684 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.046 | 5.9585 | 0.9822 | 1.304 | 2.336 | 0.6126 |
Largest Winning Trade | 427849 | 427849 | 67670 | 4670551 | 4670551 | 783829 |
Largest Losing Trade | -56169 | -32132 | -56169 | -1906037 | -1385153 | -1906037 |
Avg Bars in Trades | 54 | 46 | 63 | 54 | 46 | 63 |
Avg Bars in Winners | 71 | 61 | 81 | 71 | 61 | 81 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 4118 | 1783 | 2335 | 4118 | 1783 | 2335 |
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 | -133637 | -86589 | -386720 | -55642 | 351746 | -580247 |
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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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