Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1774025.2986 | 1721789.0501 | 52236.2485 | 1950860.9157 | 1633884.6962 | 316976.2195 |
Total P&L (%) | 1774.0253 | 1721.7891 | 52.2362 | 1950.8609 | 1633.8847 | 316.9762 |
Avg Daily Profit (%) | 0.7819 | 0.7589 | 0.023 | 0.1332 | 0.1258 | 0.063 |
Buy And Hold Return (%) | 252.5773 | 252.5773 | 252.5773 | 252.5773 | 252.5773 | 252.5773 |
Max Trade Drawdown | -125300 | -79486 | -114908 | -4643292 | -3540047 | -2641370 |
Profit Factor | 3.9493 | 6.8545 | 1.1699 | 1.1108 | 1.1704 | 1.0396 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 37.3333 | 31.5789 | 43.2432 | 37.3333 | 31.5789 | 43.2432 |
Ratio Avg Win / Avg Loss | 6.6292 | 14.8513 | 1.5355 | 1.8646 | 2.5359 | 1.3644 |
Largest Winning Trade | 1222603 | 1222603 | 51160 | 3191772 | 3191772 | 1376405 |
Largest Losing Trade | -37305 | -32246 | -37305 | -1784381 | -1784381 | -1264062 |
Avg Bars in Trades | 173 | 157 | 189 | 173 | 157 | 189 |
Avg Bars in Winners | 306 | 322 | 293 | 306 | 322 | 293 |
Avg Bars in Losers | 94 | 81 | 110 | 94 | 81 | 110 |
Bars Traded | 12993 | 5987 | 7006 | 12993 | 5987 | 7006 |
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 | -46167 | 506521 | -363008 | -178442 | -64067 | -374965 |
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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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