Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418718.564 | 1405382.9548 | 13335.6092 | 876068.5574 | 1809620.4561 | -933551.8988 |
Total P&L (%) | 1418.7186 | 1405.383 | 13.3356 | 876.0686 | 1809.6205 | -933.5519 |
Avg Daily Profit (%) | 0.7784 | 0.7711 | 0.0073 | 0.1251 | 0.162 | 0 |
Buy And Hold Return (%) | 802.8271 | 802.8271 | 802.8271 | 802.8271 | 802.8271 | 802.8271 |
Max Trade Drawdown | -131883 | -113235 | -66355 | -2411707 | -1955132 | -1034430 |
Profit Factor | 3.5753 | 5.3677 | 1.0582 | 1.1103 | 1.3753 | 0.7008 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 46.0526 | 39.4737 | 52.6316 | 46.0526 | 39.4737 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.1882 | 8.2305 | 0.9524 | 1.3006 | 2.1087 | 0.6307 |
Largest Winning Trade | 858117 | 858117 | 76502 | 1945633 | 1945633 | 879627 |
Largest Losing Trade | -52434 | -52434 | -46152 | -820949 | -820949 | -664048 |
Avg Bars in Trades | 88 | 127 | 50 | 88 | 127 | 50 |
Avg Bars in Winners | 94 | 130 | 66 | 94 | 130 | 66 |
Avg Bars in Losers | 84 | 126 | 31 | 84 | 126 | 31 |
Bars Traded | 6763 | 4861 | 1902 | 6763 | 4861 | 1902 |
Profit Streak | 0 | 100.6122 | 0 | 0 | 100.6122 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44021 | 349474 | -506646 | -317495 | 52136 | -580423 |
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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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