Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1131363.1603 | 1163719.8412 | -32356.6809 | -419289.5415 | -757157.6247 | 337868.0832 |
Total P&L (%) | 1131.3632 | 1163.7198 | -32.3567 | -419.2895 | -757.1576 | 337.8681 |
Avg Daily Profit (%) | 0.6232 | 0.6411 | -0.0178 | 0 | 0 | 0.0814 |
Buy And Hold Return (%) | 646.8231 | 646.8231 | 646.8231 | 646.8231 | 646.8231 | 646.8231 |
Max Trade Drawdown | -187802 | -75084 | -205325 | -23169359 | -9306810 | -15335294 |
Profit Factor | 2.8485 | 6.4663 | 0.9189 | 0.9879 | 0.9425 | 1.0157 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 17 | 19 | 40 | 20 | 20 |
Losing Trades | 42 | 22 | 20 | 38 | 19 | 19 |
Profitability (%) | 46.1538 | 43.5897 | 48.7179 | 51.2821 | 51.2821 | 51.2821 |
Ratio Avg Win / Avg Loss | 3.3232 | 8.3682 | 0.9673 | 0.9385 | 0.8953 | 0.9649 |
Largest Winning Trade | 792653 | 792653 | 74519 | 6230779 | 3368916 | 6230779 |
Largest Losing Trade | -139058 | -16813 | -139058 | -11287658 | -2374321 | -11287658 |
Avg Bars in Trades | 137 | 148 | 127 | 137 | 148 | 127 |
Avg Bars in Winners | 189 | 201 | 177 | 143 | 138 | 147 |
Avg Bars in Losers | 93 | 106 | 79 | 132 | 158 | 105 |
Bars Traded | 10746 | 5782 | 4964 | 10746 | 5782 | 4964 |
Profit Streak | 0 | 104.4274 | 0 | 10.594 | 0 | 87.594 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31742 | 367073 | -581255 | -618739 | -580591 | -454217 |
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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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