Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299368.0377 | 197797.0662 | 101570.9715 | -1657920.0922 | 2893848.9746 | -4551769.0668 |
Total P&L (%) | 299.368 | 197.7971 | 101.571 | -1657.9201 | 2893.849 | -4551.7691 |
Avg Daily Profit (%) | 0.1647 | 0.1088 | 0.0559 | 0 | 0.1872 | 0 |
Buy And Hold Return (%) | 43.0254 | 43.0254 | 43.0254 | 43.0254 | 43.0254 | 43.0254 |
Max Trade Drawdown | -165208 | -46080 | -164018 | -7926017 | -520773 | -7661196 |
Profit Factor | 1.9854 | 3.2503 | 1.4704 | 0.8356 | 3.4948 | 0.49 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 65 | 31 | 34 | 63 | 30 | 33 |
Losing Trades | 9 | 6 | 3 | 11 | 7 | 4 |
Profitability (%) | 87.8378 | 83.7838 | 91.8919 | 85.1351 | 81.0811 | 89.1892 |
Ratio Avg Win / Avg Loss | 0.2749 | 0.6291 | 0.1297 | 0.1459 | 0.8155 | 0.0594 |
Largest Winning Trade | 28607 | 28607 | 26595 | 823255 | 823255 | 707457 |
Largest Losing Trade | -140479 | -36799 | -140479 | -7475435 | -367293 | -7475435 |
Avg Bars in Trades | 87 | 91 | 83 | 87 | 91 | 83 |
Avg Bars in Winners | 49 | 56 | 42 | 64 | 70 | 59 |
Avg Bars in Losers | 362 | 271 | 545 | 217 | 184 | 275 |
Bars Traded | 6471 | 3393 | 3079 | 6471 | 3393 | 3079 |
Profit Streak | 0 | 0 | 0 | 236.5468 | 237.2968 | 236.5468 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55563 | -41694 | -118267 | -643917 | 591314 | -575399 |
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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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