Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150749.3065 | 1109185.8522 | 41563.4543 | 1845570.6461 | 3030145.1483 | -1184574.5022 |
Total P&L (%) | 1150.7493 | 1109.1859 | 41.5635 | 1845.5706 | 3030.1451 | -1184.5745 |
Avg Daily Profit (%) | 0.6315 | 0.6087 | 0.0228 | 0.163 | 0.1891 | 0 |
Buy And Hold Return (%) | 685.2687 | 685.2687 | 685.2687 | 685.2687 | 685.2687 | 685.2687 |
Max Trade Drawdown | -115639 | -71153 | -60622 | -6587169 | -3302810 | -3968457 |
Profit Factor | 3.381 | 5.283 | 1.1853 | 1.1258 | 1.4325 | 0.8454 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50.6849 | 47.2222 | 54.0541 | 50.6849 | 47.2222 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.2896 | 5.9046 | 1.0075 | 1.0954 | 1.601 | 0.7186 |
Largest Winning Trade | 638622 | 638622 | 77450 | 2945689 | 2945689 | 1788189 |
Largest Losing Trade | -36365 | -32885 | -36365 | -2632732 | -1428922 | -2632732 |
Avg Bars in Trades | 139 | 201 | 79 | 139 | 201 | 79 |
Avg Bars in Winners | 155 | 227 | 93 | 155 | 227 | 93 |
Avg Bars in Losers | 123 | 178 | 62 | 123 | 178 | 62 |
Bars Traded | 10190 | 7257 | 2933 | 10190 | 7257 | 2933 |
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 | -67025 | 324693 | -344364 | -153979 | 252724 | -580247 |
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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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