Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176667.8166 | 1157087.0861 | 19580.7306 | 1831350.0362 | 2669419.1193 | -838069.0831 |
Total P&L (%) | 1176.6678 | 1157.0871 | 19.5807 | 1831.35 | 2669.4191 | -838.0691 |
Avg Daily Profit (%) | 0.6468 | 0.6361 | 0.0108 | 0.1629 | 0.1827 | 0 |
Buy And Hold Return (%) | 685.5289 | 685.5289 | 685.5289 | 685.5289 | 685.5289 | 685.5289 |
Max Trade Drawdown | -108639 | -57981 | -76677 | -5174096 | -2571969 | -2845023 |
Profit Factor | 3.0797 | 6.0077 | 1.0585 | 1.1592 | 1.5515 | 0.8743 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.1053 | 44.7368 | 39.4737 | 42.1053 | 44.7368 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.2345 | 7.4213 | 1.623 | 1.5939 | 1.9166 | 1.3405 |
Largest Winning Trade | 630335 | 630335 | 78483 | 3023378 | 3023378 | 1377192 |
Largest Losing Trade | -30781 | -24122 | -30781 | -1023959 | -976560 | -1023959 |
Avg Bars in Trades | 139 | 130 | 148 | 139 | 130 | 148 |
Avg Bars in Winners | 233 | 201 | 270 | 233 | 201 | 270 |
Avg Bars in Losers | 70 | 72 | 69 | 70 | 72 | 69 |
Bars Traded | 10601 | 4947 | 5654 | 10601 | 4947 | 5654 |
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 | -47886 | 334421 | -503383 | -96852 | 225793 | -583191 |
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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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