Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321116.0384 | 1228667.8512 | 92448.1871 | 6947152.6894 | 7373143.7777 | -425991.0883 |
Total P&L (%) | 1321.116 | 1228.6679 | 92.4482 | 6947.1527 | 7373.1438 | -425.9911 |
Avg Daily Profit (%) | 0.7253 | 0.6746 | 0.0508 | 0.2339 | 0.2371 | 0 |
Buy And Hold Return (%) | 677.5425 | 677.5425 | 677.5425 | 677.5425 | 677.5425 | 677.5425 |
Max Trade Drawdown | -106428 | -63475 | -58433 | -14364294 | -9426756 | -7675128 |
Profit Factor | 3.6644 | 6.3591 | 1.3468 | 1.219 | 1.4699 | 0.9734 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 44.5946 | 45.9459 | 43.2432 | 44.5946 | 45.9459 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.5527 | 7.4813 | 1.7677 | 1.5145 | 1.7293 | 1.2776 |
Largest Winning Trade | 724916 | 724916 | 75572 | 10039050 | 10039050 | 3473324 |
Largest Losing Trade | -36374 | -21794 | -36374 | -2975000 | -2614072 | -2975000 |
Avg Bars in Trades | 285 | 258 | 312 | 285 | 258 | 312 |
Avg Bars in Winners | 459 | 386 | 537 | 459 | 386 | 537 |
Avg Bars in Losers | 145 | 150 | 140 | 145 | 150 | 140 |
Bars Traded | 21129 | 9578 | 11551 | 21129 | 9578 | 11551 |
Profit Streak | 0 | 114.7818 | 0 | 0 | 114.7818 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58759 | 413341 | -292050 | -61852 | 344901 | -581733 |
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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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