Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240790.4975 | 1202498.9886 | 38291.509 | 2563581.3407 | 2558526.9521 | 5054.3886 |
Total P&L (%) | 1240.7905 | 1202.499 | 38.2915 | 2563.5813 | 2558.527 | 5.0544 |
Avg Daily Profit (%) | 0.6792 | 0.6583 | 0.021 | 0.1798 | 0.1797 | 0.0027 |
Buy And Hold Return (%) | 663.0695 | 663.0695 | 663.0695 | 663.0695 | 663.0695 | 663.0695 |
Max Trade Drawdown | -144176 | -87290 | -99832 | -3358252 | -1485217 | -1880969 |
Profit Factor | 3.4404 | 6.3234 | 1.1355 | 1.3173 | 1.7122 | 1.0011 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40 | 40.5405 | 39.4737 | 40 | 40.5405 | 39.4737 |
Ratio Avg Win / Avg Loss | 5.1605 | 9.2744 | 1.7411 | 1.9759 | 2.5112 | 1.5351 |
Largest Winning Trade | 614492 | 614492 | 74998 | 1807948 | 1749382 | 1807948 |
Largest Losing Trade | -42030 | -25894 | -42030 | -996946 | -996946 | -902380 |
Avg Bars in Trades | 93 | 86 | 100 | 93 | 86 | 100 |
Avg Bars in Winners | 159 | 142 | 176 | 159 | 142 | 176 |
Avg Bars in Losers | 50 | 48 | 51 | 50 | 48 | 51 |
Bars Traded | 7036 | 3206 | 3830 | 7036 | 3206 | 3830 |
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 | -54199 | 312396 | -405062 | -58341 | 183175 | -577243 |
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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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