Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954085.713 | 837741.9543 | 116343.7587 | 10738221.1407 | 7404113.8997 | 3334107.2409 |
Total P&L (%) | 954.0857 | 837.742 | 116.3438 | 10738.2211 | 7404.1139 | 3334.1072 |
Avg Daily Profit (%) | 0.5251 | 0.4611 | 0.064 | 0.2582 | 0.2379 | 0.1948 |
Buy And Hold Return (%) | 717.4202 | 717.4202 | 717.4202 | 717.4202 | 717.4202 | 717.4202 |
Max Trade Drawdown | -59718 | -78799 | -56825 | -2502158 | -1583699 | -2091194 |
Profit Factor | 2.9734 | 5.3854 | 1.3978 | 1.8799 | 2.6961 | 1.4253 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 46.6667 | 48.6486 | 44.7368 | 46.6667 | 48.6486 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.3982 | 5.6846 | 1.7268 | 2.1484 | 2.8458 | 1.7607 |
Largest Winning Trade | 249430 | 249430 | 70207 | 3362118 | 2771103 | 3362118 |
Largest Losing Trade | -45042 | -24595 | -45042 | -1326660 | -1172736 | -1326660 |
Avg Bars in Trades | 91 | 81 | 101 | 91 | 81 | 101 |
Avg Bars in Winners | 134 | 108 | 161 | 134 | 108 | 161 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 6866 | 3005 | 3861 | 6866 | 3005 | 3861 |
Profit Streak | 0 | 128.1024 | 0 | 0 | 128.1024 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109226 | -94814 | -273450 | -50470 | 502002 | 225855 |
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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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