Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2141107.8761 | 2079103.5897 | 62004.2864 | -980279.5553 | -1609104.2408 | 628824.6855 |
Total P&L (%) | 2141.1079 | 2079.1036 | 62.0043 | -980.2796 | -1609.1042 | 628.8247 |
Avg Daily Profit (%) | 0.9667 | 0.9388 | 0.028 | 0 | 0 | 0.0897 |
Buy And Hold Return (%) | 673.0839 | 673.0839 | 673.0839 | 673.0839 | 673.0839 | 673.0839 |
Max Trade Drawdown | -136581 | -81112 | -89746 | -6272468 | -3985490 | -2981100 |
Profit Factor | 4.7931 | 12.173 | 1.1639 | 0.9118 | 0.6964 | 1.1082 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 18 | 17 | 38 | 19 | 19 |
Losing Trades | 39 | 19 | 20 | 36 | 18 | 18 |
Profitability (%) | 47.2973 | 48.6486 | 45.9459 | 51.3514 | 51.3514 | 51.3514 |
Ratio Avg Win / Avg Loss | 5.3409 | 12.8492 | 1.3693 | 0.8638 | 0.6597 | 1.0499 |
Largest Winning Trade | 1813759 | 1813759 | 54312 | 1609078 | 990202 | 1609078 |
Largest Losing Trade | -104788 | -34385 | -104788 | -1924342 | -1924342 | -1595194 |
Avg Bars in Trades | 117 | 90 | 144 | 117 | 90 | 144 |
Avg Bars in Winners | 188 | 128 | 253 | 53 | 54 | 53 |
Avg Bars in Losers | 53 | 54 | 52 | 184 | 128 | 240 |
Bars Traded | 8688 | 3337 | 5351 | 8688 | 3337 | 5351 |
Profit Streak | 0 | 0 | 0 | 15.0392 | 46.0392 | 15.0392 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51824 | 657452 | -363104 | -647891 | -579609 | -339263 |
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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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