Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622688.6257 | 477491.0753 | 145197.5504 | 3813548.6029 | 2585414.3318 | 1228134.271 |
Total P&L (%) | 622.6886 | 477.4911 | 145.1976 | 3813.5486 | 2585.4143 | 1228.1343 |
Avg Daily Profit (%) | 0.3659 | 0.2805 | 0.0853 | 0.2157 | 0.1935 | 0.1521 |
Buy And Hold Return (%) | 59.7981 | 59.7981 | 59.7981 | 59.7981 | 59.7981 | 59.7981 |
Max Trade Drawdown | -100766 | -64036 | -37194 | -2864914 | -2035373 | -974452 |
Profit Factor | 2.831 | 3.5136 | 1.9673 | 1.395 | 1.4868 | 1.2828 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 50.6494 | 52.6316 | 48.7179 | 50.6494 | 52.6316 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.7584 | 3.1622 | 2.0708 | 1.3593 | 1.3381 | 1.3503 |
Largest Winning Trade | 267562 | 267562 | 43884 | 1376736 | 1376736 | 794446 |
Largest Losing Trade | -35339 | -35339 | -15291 | -1050881 | -1050881 | -638904 |
Avg Bars in Trades | 41 | 53 | 28 | 41 | 53 | 28 |
Avg Bars in Winners | 55 | 73 | 37 | 55 | 73 | 37 |
Avg Bars in Losers | 26 | 31 | 20 | 26 | 31 | 20 |
Bars Traded | 3166 | 2043 | 1123 | 3166 | 2043 | 1123 |
Profit Streak | 0 | 122.1582 | 0 | 0 | 122.1582 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31334 | 587776 | -79557 | -37357 | 378729 | 266641 |
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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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