Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1650134.1542 | 1639994.7391 | 10139.4151 | 986177.7476 | 1332473.7646 | -346296.017 |
Total P&L (%) | 1650.1342 | 1639.9947 | 10.1394 | 986.1777 | 1332.4738 | -346.296 |
Avg Daily Profit (%) | 0.7257 | 0.7212 | 0.0045 | 0.1049 | 0.1171 | 0 |
Buy And Hold Return (%) | 65.0725 | 65.0725 | 65.0725 | 65.0725 | 65.0725 | 65.0725 |
Max Trade Drawdown | -126518 | -81809 | -81650 | -2719267 | -1847691 | -1778400 |
Profit Factor | 3.9148 | 7.3184 | 1.0331 | 1.1094 | 1.3268 | 0.9299 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 32 | 28.9474 | 35.1351 | 32 | 28.9474 | 35.1351 |
Ratio Avg Win / Avg Loss | 8.319 | 17.9633 | 1.9072 | 2.3574 | 3.2567 | 1.7167 |
Largest Winning Trade | 1339497 | 1339497 | 57007 | 2172508 | 2172508 | 1038469 |
Largest Losing Trade | -32462 | -19630 | -32462 | -775247 | -597259 | -775247 |
Avg Bars in Trades | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Winners | 130 | 124 | 135 | 130 | 124 | 135 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 4239 | 1992 | 2247 | 4239 | 1992 | 2247 |
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 | -48747 | 310195 | -541447 | -219844 | -47261 | -583775 |
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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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