Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385687.1558 | 1298574.6943 | 87112.4616 | 6598316.0578 | 8323703.4477 | -1725387.39 |
Total P&L (%) | 1385.6872 | 1298.5747 | 87.1125 | 6598.3161 | 8323.7034 | -1725.3874 |
Avg Daily Profit (%) | 0.7623 | 0.7144 | 0.0479 | 0.2316 | 0.2442 | 0 |
Buy And Hold Return (%) | 618.6982 | 618.6982 | 618.6982 | 618.6982 | 618.6982 | 618.6982 |
Max Trade Drawdown | -91951 | -57686 | -55903 | -13836818 | -8566570 | -7683842 |
Profit Factor | 3.9934 | 7.1469 | 1.3462 | 1.2059 | 1.5781 | 0.9022 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 45.3333 | 40.5405 | 50 | 45.3333 | 40.5405 | 50 |
Ratio Avg Win / Avg Loss | 4.8156 | 10.4821 | 1.3462 | 1.4542 | 2.3145 | 0.9022 |
Largest Winning Trade | 706837 | 706837 | 77849 | 10158546 | 10158546 | 3867607 |
Largest Losing Trade | -31826 | -20864 | -31826 | -3174749 | -2957771 | -3174749 |
Avg Bars in Trades | 142 | 131 | 153 | 142 | 131 | 153 |
Avg Bars in Winners | 231 | 211 | 246 | 231 | 211 | 246 |
Avg Bars in Losers | 68 | 76 | 59 | 68 | 76 | 59 |
Bars Traded | 10669 | 4852 | 5817 | 10669 | 4852 | 5817 |
Profit Streak | 0 | 105.3959 | 0 | 0 | 105.3959 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48483 | 432624 | -294310 | -55276 | 309406 | -580764 |
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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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