Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1845219.6333 | 1759061.9889 | 86157.6444 | 4591219.4819 | 54281.2682 | 4536938.2137 |
Total P&L (%) | 1845.2196 | 1759.062 | 86.1576 | 4591.2195 | 54.2813 | 4536.9382 |
Avg Daily Profit (%) | 0.9882 | 0.9421 | 0.0461 | 0.2063 | 0.0232 | 0.2057 |
Buy And Hold Return (%) | 519.1694 | 519.1694 | 519.1694 | 519.1694 | 519.1694 | 519.1694 |
Max Trade Drawdown | -115439 | -98552 | -69718 | -7804047 | -7424484 | -2768023 |
Profit Factor | 4.1929 | 6.4477 | 1.3379 | 1.1713 | 1.0031 | 1.4754 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 39.726 | 29.7297 | 50 | 39.726 | 29.7297 | 50 |
Ratio Avg Win / Avg Loss | 6.3617 | 15.2401 | 1.3379 | 1.7772 | 2.3711 | 1.4754 |
Largest Winning Trade | 1137523 | 1137523 | 62944 | 4890200 | 4890200 | 2367030 |
Largest Losing Trade | -32927 | -26715 | -32927 | -2339434 | -2339434 | -1323984 |
Avg Bars in Trades | 148 | 136 | 161 | 148 | 136 | 161 |
Avg Bars in Winners | 258 | 280 | 245 | 258 | 280 | 245 |
Avg Bars in Losers | 76 | 76 | 77 | 76 | 76 | 77 |
Bars Traded | 10875 | 5058 | 5817 | 10875 | 5058 | 5817 |
Profit Streak | 0 | 0 | 44.4212 | 0 | 0 | 44.4212 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62359 | 363170 | -296192 | -103128 | -552536 | 352613 |
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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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