Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864799.7507 | 1942286.2298 | -77486.4791 | -139609.7804 | -99816.4627 | -39793.3177 |
Total P&L (%) | 1864.7998 | 1942.2862 | -77.4865 | -139.6098 | -99.8165 | -39.7933 |
Avg Daily Profit (%) | 0.8402 | 0.8751 | -0.0349 | 0 | -0.2835 | -0.0229 |
Buy And Hold Return (%) | 362.6416 | 362.6416 | 362.6416 | 362.6416 | 362.6416 | 362.6416 |
Max Trade Drawdown | -168281 | -70706 | -138842 | -280292 | -120341 | -145000 |
Profit Factor | 4.2884 | 9.478 | 0.7707 | 0.7381 | 0.6198 | 0.8529 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 16 | 14 | 42 | 20 | 22 |
Losing Trades | 45 | 21 | 24 | 33 | 17 | 16 |
Profitability (%) | 40 | 43.2432 | 36.8421 | 56 | 54.0541 | 57.8947 |
Ratio Avg Win / Avg Loss | 6.4326 | 12.4399 | 1.3213 | 0.5799 | 0.5268 | 0.6203 |
Largest Winning Trade | 2018797 | 2018797 | 49377 | 52766 | 26942 | 52766 |
Largest Losing Trade | -107959 | -46836 | -107959 | -72060 | -72060 | -56646 |
Avg Bars in Trades | 113 | 88 | 137 | 113 | 88 | 137 |
Avg Bars in Winners | 196 | 155 | 241 | 48 | 32 | 62 |
Avg Bars in Losers | 58 | 37 | 76 | 196 | 155 | 240 |
Bars Traded | 8505 | 3283 | 5222 | 8505 | 3283 | 5222 |
Profit Streak | 0 | 0 | 0 | 77.0285 | 256.2785 | 77.0285 |
Trades During Streak | 0 | 0 | 0 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45931 | 649484 | -584215 | -639397 | -578849 | -578322 |
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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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