Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019522.3623 | 935321.1373 | 84201.225 | 2503780.0087 | 1424626.867 | 1079153.1417 |
Total P&L (%) | 1019.5224 | 935.3211 | 84.2012 | 2503.78 | 1424.6269 | 1079.1531 |
Avg Daily Profit (%) | 0.5521 | 0.5065 | 0.0456 | 0.1767 | 0.1476 | 0.1337 |
Buy And Hold Return (%) | 113.8398 | 113.8398 | 113.8398 | 113.8398 | 113.8398 | 113.8398 |
Max Trade Drawdown | -72437 | -52081 | -76005 | -1778772 | -1237246 | -1435104 |
Profit Factor | 2.7492 | 4.4803 | 1.2681 | 1.312 | 1.3185 | 1.3038 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 49.3333 | 51.3514 | 47.3684 | 49.3333 | 51.3514 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.8235 | 4.2445 | 1.409 | 1.3475 | 1.2491 | 1.4487 |
Largest Winning Trade | 446464 | 446464 | 80152 | 1650222 | 1623580 | 1650222 |
Largest Losing Trade | -70493 | -44893 | -70493 | -852233 | -852233 | -666971 |
Avg Bars in Trades | 95 | 128 | 62 | 95 | 128 | 62 |
Avg Bars in Winners | 134 | 183 | 82 | 134 | 183 | 82 |
Avg Bars in Losers | 56 | 70 | 44 | 56 | 70 | 44 |
Bars Traded | 7128 | 4763 | 2364 | 7128 | 4763 | 2364 |
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 | -45243 | 657079 | -298905 | -53541 | 174718 | -15007 |
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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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