Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498354.3637 | 391069.0694 | 107285.2942 | 1512431.731 | 1196384.3719 | 316047.3591 |
Total P&L (%) | 498.3544 | 391.0691 | 107.2853 | 1512.4317 | 1196.3844 | 316.0474 |
Avg Daily Profit (%) | 0.3529 | 0.277 | 0.076 | 0.1971 | 0.1816 | 0.101 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -119808 | -48843 | -165249 | -3749931 | -1365146 | -4242351 |
Profit Factor | 2.3075 | 3.3181 | 1.505 | 1.1831 | 1.3549 | 1.0646 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 64 | 63.1579 | 64.8649 | 64 | 63.1579 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.298 | 1.9355 | 0.8152 | 0.6655 | 0.7903 | 0.5767 |
Largest Winning Trade | 94819 | 94819 | 59287 | 1441042 | 705697 | 1441042 |
Largest Losing Trade | -70832 | -27910 | -70832 | -3077103 | -659547 | -3077103 |
Avg Bars in Trades | 70 | 54 | 87 | 70 | 54 | 87 |
Avg Bars in Winners | 69 | 46 | 92 | 69 | 46 | 92 |
Avg Bars in Losers | 72 | 67 | 78 | 72 | 67 | 78 |
Bars Traded | 5312 | 2074 | 3238 | 5312 | 2074 | 3238 |
Profit Streak | 0 | 0 | 571.9203 | 0 | 0 | 571.9203 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46974 | 580944 | -96524 | -71993 | 300668 | -207000 |
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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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