Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1657272.8102 | 1563431.6906 | 93841.1196 | 5346782.366 | 2315975.6175 | 3030806.7484 |
Total P&L (%) | 1657.2728 | 1563.4317 | 93.8411 | 5346.7824 | 2315.9756 | 3030.8067 |
Avg Daily Profit (%) | 0.7026 | 0.6628 | 0.0398 | 0.1696 | 0.1351 | 0.1461 |
Buy And Hold Return (%) | 574.7807 | 574.7807 | 574.7807 | 574.7807 | 574.7807 | 574.7807 |
Max Trade Drawdown | -82964 | -116174 | -57495 | -6051621 | -5990642 | -2794377 |
Profit Factor | 4.3553 | 6.7881 | 1.4193 | 1.2106 | 1.1525 | 1.2973 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 44.7368 | 36.8421 | 52.6316 | 44.7368 | 36.8421 | 52.6316 |
Ratio Avg Win / Avg Loss | 5.3801 | 11.6368 | 1.2774 | 1.4955 | 1.9756 | 1.1675 |
Largest Winning Trade | 1244599 | 1244599 | 58980 | 5986020 | 5986020 | 3703177 |
Largest Losing Trade | -29109 | -29109 | -24558 | -2179288 | -2179288 | -1932633 |
Avg Bars in Trades | 179 | 167 | 191 | 179 | 167 | 191 |
Avg Bars in Winners | 280 | 313 | 258 | 280 | 313 | 258 |
Avg Bars in Losers | 98 | 83 | 118 | 98 | 83 | 118 |
Bars Traded | 13670 | 6381 | 7289 | 13670 | 6381 | 7289 |
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 | -39383 | 434077 | -304373 | -48508 | -71263 | 60776 |
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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) |
---|