Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337833.4248 | 1417439.302 | -79605.8773 | -40962.6987 | 826808.3752 | -867771.074 |
Total P&L (%) | 1337.8334 | 1417.4393 | -79.6059 | -40.9627 | 826.8084 | -867.7711 |
Avg Daily Profit (%) | 0.7221 | 0.7651 | -0.043 | -0.0284 | 0.1203 | 0 |
Buy And Hold Return (%) | 132.5966 | 132.5966 | 132.5966 | 132.5966 | 132.5966 | 132.5966 |
Max Trade Drawdown | -250230 | -140224 | -147703 | -1085706 | -207739 | -895797 |
Profit Factor | 2.6573 | 4.1796 | 0.7798 | 0.971 | 3.1067 | 0.1484 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 34.2105 | 36.8421 | 31.5789 | 34.2105 | 36.8421 | 31.5789 |
Ratio Avg Win / Avg Loss | 5.1102 | 7.165 | 1.6895 | 1.8673 | 5.3258 | 0.3216 |
Largest Winning Trade | 1298835 | 1298835 | 70811 | 1021135 | 1021135 | 39281 |
Largest Losing Trade | -76348 | -40635 | -76348 | -839645 | -89594 | -839645 |
Avg Bars in Trades | 70 | 94 | 47 | 70 | 94 | 47 |
Avg Bars in Winners | 140 | 185 | 87 | 140 | 185 | 87 |
Avg Bars in Losers | 34 | 41 | 28 | 34 | 41 | 28 |
Bars Traded | 5380 | 3585 | 1795 | 5380 | 3585 | 1795 |
Profit Streak | 0 | 0 | 48.8248 | 0 | 0 | 48.8248 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42349 | 538446 | -584588 | -637918 | -31728 | -587366 |
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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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