Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242851.2114 | 1184267.0642 | 58584.1472 | 3630149.9568 | 5634789.6483 | -2004639.6915 |
Total P&L (%) | 1242.8512 | 1184.2671 | 58.5841 | 3630.15 | 5634.7896 | -2004.6397 |
Avg Daily Profit (%) | 0.6858 | 0.6535 | 0.0323 | 0.1999 | 0.2237 | 0 |
Buy And Hold Return (%) | 465.5493 | 465.5493 | 465.5493 | 465.5493 | 465.5493 | 465.5493 |
Max Trade Drawdown | -107220 | -63835 | -60021 | -10460001 | -6743738 | -5556662 |
Profit Factor | 3.5463 | 6.1783 | 1.2258 | 1.1425 | 1.468 | 0.8507 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40.7895 | 42.1053 | 39.4737 | 40.7895 | 42.1053 | 39.4737 |
Ratio Avg Win / Avg Loss | 5.1479 | 8.4951 | 1.8796 | 1.6585 | 2.0186 | 1.3044 |
Largest Winning Trade | 614565 | 614565 | 78292 | 7675901 | 7675901 | 2512208 |
Largest Losing Trade | -31781 | -19958 | -31781 | -2251548 | -1976893 | -2251548 |
Avg Bars in Trades | 94 | 85 | 102 | 94 | 85 | 102 |
Avg Bars in Winners | 156 | 130 | 184 | 156 | 130 | 184 |
Avg Bars in Losers | 51 | 52 | 49 | 51 | 52 | 49 |
Bars Traded | 7144 | 3247 | 3897 | 7144 | 3247 | 3897 |
Profit Streak | 0 | 99.9575 | 0 | 0 | 99.9575 | 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 | -41845 | 533755 | -318820 | -111944 | 301076 | -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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