Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557489.0146 | 1428876.2832 | 128612.7313 | 12605633.8451 | 9866918.0967 | 2738715.7483 |
Total P&L (%) | 1557.489 | 1428.8763 | 128.6127 | 12605.6338 | 9866.9181 | 2738.7157 |
Avg Daily Profit (%) | 0.8558 | 0.7851 | 0.0707 | 0.2665 | 0.2532 | 0.184 |
Buy And Hold Return (%) | 700.7956 | 700.7956 | 700.7956 | 700.7956 | 700.7956 | 700.7956 |
Max Trade Drawdown | -88254 | -85876 | -42722 | -7158216 | -5610457 | -5834132 |
Profit Factor | 5.504 | 8.8508 | 1.7852 | 1.477 | 1.7892 | 1.1967 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 40.7895 | 31.5789 | 50 | 40.7895 | 31.5789 | 50 |
Ratio Avg Win / Avg Loss | 7.9896 | 19.1766 | 1.7852 | 2.1441 | 3.8766 | 1.1967 |
Largest Winning Trade | 777094 | 777094 | 66239 | 9304707 | 9304707 | 5114520 |
Largest Losing Trade | -25825 | -25699 | -25825 | -3417136 | -1627375 | -3417136 |
Avg Bars in Trades | 88 | 80 | 97 | 88 | 80 | 97 |
Avg Bars in Winners | 172 | 189 | 161 | 172 | 189 | 161 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 6759 | 3063 | 3695 | 6759 | 3063 | 3695 |
Profit Streak | 0 | 91.1999 | 0 | 0 | 91.1999 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41386 | 300440 | -260964 | -46476 | 190571 | 52342 |
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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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