Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888166.1028 | 1836818.6338 | 51347.469 | 2149669.5195 | 1197330.0356 | 952339.4839 |
Total P&L (%) | 1888.1661 | 1836.8186 | 51.3475 | 2149.6695 | 1197.33 | 952.3395 |
Avg Daily Profit (%) | 0.8336 | 0.811 | 0.0227 | 0.1376 | 0.1132 | 0.104 |
Buy And Hold Return (%) | 248.3544 | 248.3544 | 248.3544 | 248.3544 | 248.3544 | 248.3544 |
Max Trade Drawdown | -94990 | -82297 | -86742 | -4312857 | -5091252 | -1926690 |
Profit Factor | 4.2645 | 7.1694 | 1.183 | 1.1167 | 1.1107 | 1.1253 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 37.3333 | 34.2105 | 40.5405 | 37.3333 | 34.2105 | 40.5405 |
Ratio Avg Win / Avg Loss | 7.1583 | 13.7873 | 1.735 | 1.8745 | 2.136 | 1.6505 |
Largest Winning Trade | 1396678 | 1396678 | 49136 | 4639061 | 4639061 | 1860432 |
Largest Losing Trade | -35094 | -35035 | -35094 | -2247871 | -2247871 | -1490648 |
Avg Bars in Trades | 172 | 155 | 190 | 172 | 155 | 190 |
Avg Bars in Winners | 320 | 322 | 318 | 320 | 322 | 318 |
Avg Bars in Losers | 84 | 68 | 102 | 84 | 68 | 102 |
Bars Traded | 12952 | 5909 | 7042 | 12952 | 5909 | 7042 |
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 | -45752 | 560750 | -350199 | -166204 | -146703 | -141376 |
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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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