Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022599.9708 | 871965.3852 | 150634.5855 | 10604038.9074 | 4636735.7572 | 5967303.1502 |
Total P&L (%) | 1022.6 | 871.9654 | 150.6346 | 10604.0389 | 4636.7358 | 5967.3032 |
Avg Daily Profit (%) | 0.409 | 0.3488 | 0.0603 | 0.1871 | 0.1544 | 0.1644 |
Buy And Hold Return (%) | 425.5942 | 425.5942 | 425.5942 | 425.5942 | 425.5942 | 425.5942 |
Max Trade Drawdown | -69599 | -49632 | -123367 | -10502459 | -4658556 | -5843903 |
Profit Factor | 3.0137 | 4.8409 | 1.5365 | 1.4308 | 1.3289 | 1.5673 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 44.7368 | 39.4737 | 50 | 44.7368 | 39.4737 | 50 |
Ratio Avg Win / Avg Loss | 3.7229 | 7.4227 | 1.5365 | 1.7674 | 2.0377 | 1.5673 |
Largest Winning Trade | 335509 | 335509 | 65596 | 6377034 | 6377034 | 5568241 |
Largest Losing Trade | -43583 | -24525 | -43583 | -2678059 | -2678059 | -2105061 |
Avg Bars in Trades | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Winners | 99 | 108 | 92 | 99 | 108 | 92 |
Avg Bars in Losers | 30 | 34 | 26 | 30 | 34 | 26 |
Bars Traded | 4690 | 2429 | 2261 | 4690 | 2429 | 2261 |
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 | -44447 | 228375 | -275592 | -45902 | 177816 | 380675 |
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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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