Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281826.1061 | 1214320.6195 | 67505.4866 | 2798480.2492 | 1699709.1784 | 1098771.0708 |
Total P&L (%) | 1281.8261 | 1214.3206 | 67.5055 | 2798.4802 | 1699.7092 | 1098.7711 |
Avg Daily Profit (%) | 0.706 | 0.6689 | 0.0372 | 0.1856 | 0.1593 | 0.1369 |
Buy And Hold Return (%) | 583.6271 | 583.6271 | 583.6271 | 583.6271 | 583.6271 | 583.6271 |
Max Trade Drawdown | -150249 | -103726 | -66619 | -5553471 | -3755176 | -2284558 |
Profit Factor | 4.5304 | 6.9931 | 1.4207 | 1.2548 | 1.2708 | 1.2334 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 44.7368 | 39.4737 | 50 | 44.7368 | 39.4737 | 50 |
Ratio Avg Win / Avg Loss | 5.5964 | 10.7228 | 1.4207 | 1.55 | 1.9486 | 1.2334 |
Largest Winning Trade | 684164 | 684164 | 66447 | 3051117 | 3051117 | 2305894 |
Largest Losing Trade | -37087 | -31674 | -37087 | -1877943 | -1877943 | -1708700 |
Avg Bars in Trades | 89 | 78 | 100 | 89 | 78 | 100 |
Avg Bars in Winners | 135 | 147 | 126 | 135 | 147 | 126 |
Avg Bars in Losers | 52 | 33 | 74 | 52 | 33 | 74 |
Bars Traded | 6792 | 2971 | 3821 | 6792 | 2971 | 3821 |
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 | -41591 | 365098 | -308172 | -48506 | 51735 | -17825 |
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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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