Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1318610.6147 | 1241039.5087 | 77571.106 | 4719027.7042 | 4177891.3317 | 541136.3725 |
Total P&L (%) | 1318.6106 | 1241.0395 | 77.5711 | 4719.0277 | 4177.8913 | 541.1364 |
Avg Daily Profit (%) | 0.7222 | 0.6797 | 0.0425 | 0.2125 | 0.2059 | 0.1018 |
Buy And Hold Return (%) | 706.2452 | 706.2452 | 706.2452 | 706.2452 | 706.2452 | 706.2452 |
Max Trade Drawdown | -78907 | -61391 | -73828 | -3725863 | -2604235 | -1983335 |
Profit Factor | 3.5275 | 6.1207 | 1.2777 | 1.3557 | 1.701 | 1.0741 |
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 | 4.3826 | 7.2008 | 1.677 | 1.6844 | 2.0012 | 1.4097 |
Largest Winning Trade | 752595 | 752595 | 75229 | 3674077 | 3674077 | 1856000 |
Largest Losing Trade | -28109 | -28109 | -25219 | -1251317 | -1066363 | -1251317 |
Avg Bars in Trades | 285 | 269 | 301 | 285 | 269 | 301 |
Avg Bars in Winners | 453 | 393 | 517 | 453 | 393 | 517 |
Avg Bars in Losers | 150 | 163 | 137 | 150 | 163 | 137 |
Bars Traded | 21132 | 9960 | 11172 | 21132 | 9960 | 11172 |
Profit Streak | 0 | 114.7078 | 0 | 0 | 114.7078 | 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 | -59438 | 401441 | -303501 | -61411 | 344915 | -364084 |
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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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