Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255928.315 | 1165151.2525 | 90777.0625 | 1745154.7822 | 829668.2173 | 915486.5649 |
Total P&L (%) | 1255.9283 | 1165.1513 | 90.7771 | 1745.1548 | 829.6682 | 915.4866 |
Avg Daily Profit (%) | 0.6697 | 0.6212 | 0.0484 | 0.1556 | 0.119 | 0.1237 |
Buy And Hold Return (%) | 250.1239 | 250.1239 | 250.1239 | 250.1239 | 250.1239 | 250.1239 |
Max Trade Drawdown | -75983 | -82393 | -36744 | -916075 | -539043 | -676404 |
Profit Factor | 4.0359 | 7.1594 | 1.4043 | 1.4658 | 1.4604 | 1.4709 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 48.6486 | 43.2432 | 54.0541 | 48.6486 | 43.2432 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.2601 | 9.3968 | 1.1937 | 1.5472 | 1.9167 | 1.2502 |
Largest Winning Trade | 864617 | 864617 | 61779 | 790586 | 714165 | 790586 |
Largest Losing Trade | -75983 | -24300 | -75983 | -403785 | -301194 | -403785 |
Avg Bars in Trades | 95 | 77 | 113 | 95 | 77 | 113 |
Avg Bars in Winners | 139 | 124 | 151 | 139 | 124 | 151 |
Avg Bars in Losers | 53 | 41 | 68 | 53 | 41 | 68 |
Bars Traded | 7049 | 2865 | 4183 | 7049 | 2865 | 4183 |
Profit Streak | 0 | 55.5595 | 0 | 0 | 55.5595 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51482 | 592885 | -292795 | -59452 | -36498 | -28364 |
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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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