Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374550.1503 | 1302645.2602 | 71904.8901 | 1701981.2877 | 1027619.8015 | 674361.4862 |
Total P&L (%) | 1374.5502 | 1302.6453 | 71.9049 | 1701.9813 | 1027.6198 | 674.3615 |
Avg Daily Profit (%) | 0.7291 | 0.6909 | 0.0381 | 0.1535 | 0.1286 | 0.1086 |
Buy And Hold Return (%) | 316.3578 | 316.3578 | 316.3578 | 316.3578 | 316.3578 | 316.3578 |
Max Trade Drawdown | -100862 | -119715 | -69418 | -2799899 | -3472586 | -1471074 |
Profit Factor | 3.9167 | 5.552 | 1.3885 | 1.1615 | 1.1556 | 1.1714 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 44.8718 | 41.0256 | 48.7179 | 44.8718 | 41.0256 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.8119 | 7.981 | 1.4615 | 1.427 | 1.6611 | 1.2331 |
Largest Winning Trade | 1036273 | 1036273 | 34602 | 2824696 | 2824696 | 892245 |
Largest Losing Trade | -52696 | -37065 | -52696 | -1006302 | -966289 | -1006302 |
Avg Bars in Trades | 70 | 113 | 27 | 70 | 113 | 27 |
Avg Bars in Winners | 112 | 202 | 36 | 112 | 202 | 36 |
Avg Bars in Losers | 36 | 52 | 19 | 36 | 52 | 19 |
Bars Traded | 5508 | 4435 | 1073 | 5508 | 4435 | 1073 |
Profit Streak | 0 | 94.4946 | 0 | 0 | 94.4946 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23127 | 554605 | -307307 | -77108 | -75034 | -85740 |
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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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