Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117461.0581 | 1005049.7142 | 112411.3439 | 2660324.2663 | 1602740.4706 | 1057583.7958 |
Total P&L (%) | 1117.4611 | 1005.0497 | 112.4113 | 2660.3243 | 1602.7405 | 1057.5838 |
Avg Daily Profit (%) | 0.447 | 0.4021 | 0.045 | 0.1328 | 0.1135 | 0.098 |
Buy And Hold Return (%) | 347.7851 | 347.7851 | 347.7851 | 347.7851 | 347.7851 | 347.7851 |
Max Trade Drawdown | -76279 | -51695 | -26518 | -2078651 | -1641074 | -727740 |
Profit Factor | 4.9313 | 6.2726 | 2.2006 | 1.6716 | 1.5587 | 1.9681 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 53.3333 | 48.6486 | 57.8947 | 53.3333 | 48.6486 | 57.8947 |
Ratio Avg Win / Avg Loss | 4.3149 | 6.621 | 1.6004 | 1.4627 | 1.6453 | 1.4313 |
Largest Winning Trade | 914183 | 914183 | 45635 | 1934173 | 1934173 | 452079 |
Largest Losing Trade | -31906 | -31906 | -22204 | -874959 | -874959 | -336763 |
Avg Bars in Trades | 166 | 272 | 64 | 166 | 272 | 64 |
Avg Bars in Winners | 206 | 363 | 77 | 206 | 363 | 77 |
Avg Bars in Losers | 121 | 185 | 45 | 121 | 185 | 45 |
Bars Traded | 12503 | 10070 | 2433 | 12503 | 10070 | 2433 |
Profit Streak | 189.1487 | 0 | 248.3154 | 189.1487 | 0 | 248.3154 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45285 | 524306 | -292428 | -73493 | -40519 | -60138 |
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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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