Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301445.2881 | 1277121.1019 | 24324.1862 | 1936992.8938 | 3188437.2098 | -1251444.316 |
Total P&L (%) | 1301.4453 | 1277.1211 | 24.3242 | 1936.9929 | 3188.4372 | -1251.4443 |
Avg Daily Profit (%) | 0.7184 | 0.705 | 0.0134 | 0.1665 | 0.193 | 0 |
Buy And Hold Return (%) | 468.1687 | 468.1687 | 468.1687 | 468.1687 | 468.1687 | 468.1687 |
Max Trade Drawdown | -105946 | -65865 | -62847 | -5914209 | -3709155 | -3130380 |
Profit Factor | 3.2589 | 6.1051 | 1.0746 | 1.1274 | 1.4875 | 0.8555 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 38.6667 | 37.8378 | 39.4737 | 38.6667 | 37.8378 | 39.4737 |
Ratio Avg Win / Avg Loss | 5.1693 | 10.0298 | 1.6478 | 1.7884 | 2.4437 | 1.3117 |
Largest Winning Trade | 658797 | 658797 | 78075 | 4082877 | 4082877 | 1580782 |
Largest Losing Trade | -35883 | -28624 | -35883 | -1392391 | -1392391 | -1101535 |
Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Winners | 167 | 150 | 182 | 167 | 150 | 182 |
Avg Bars in Losers | 48 | 50 | 47 | 48 | 50 | 47 |
Bars Traded | 7083 | 3269 | 3814 | 7083 | 3269 | 3814 |
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 | -50293 | 460984 | -482093 | -139262 | 196852 | -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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