Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963597.2897 | 843760.2298 | 119837.0599 | 6389391.5356 | 1870708.6377 | 4518682.8979 |
Total P&L (%) | 963.5973 | 843.7602 | 119.8371 | 6389.3915 | 1870.7086 | 4518.6829 |
Avg Daily Profit (%) | 0.5219 | 0.457 | 0.0649 | 0.2262 | 0.1616 | 0.2078 |
Buy And Hold Return (%) | 167.6339 | 167.6339 | 167.6339 | 167.6339 | 167.6339 | 167.6339 |
Max Trade Drawdown | -93565 | -41797 | -88159 | -3246565 | -3476955 | -2204679 |
Profit Factor | 2.8422 | 5.2246 | 1.3706 | 1.6117 | 1.3196 | 1.984 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 48.6842 | 50 | 47.3684 | 48.6842 | 50 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.9958 | 5.2246 | 1.5229 | 1.6988 | 1.3196 | 2.2044 |
Largest Winning Trade | 395926 | 395926 | 72159 | 3256189 | 2614849 | 3256189 |
Largest Losing Trade | -40725 | -23269 | -40725 | -1721606 | -1721606 | -1084738 |
Avg Bars in Trades | 142 | 139 | 145 | 142 | 139 | 145 |
Avg Bars in Winners | 218 | 207 | 229 | 218 | 207 | 229 |
Avg Bars in Losers | 70 | 71 | 69 | 70 | 71 | 69 |
Bars Traded | 10819 | 5301 | 5517 | 10819 | 5301 | 5517 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38909 | 608237 | -271434 | -42976 | 285342 | 391074 |
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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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