Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216155.9163 | 1164377.5918 | 51778.3246 | 1538015.0531 | 2224437.474 | -686422.4209 |
Total P&L (%) | 1216.1559 | 1164.3776 | 51.7783 | 1538.0151 | 2224.4375 | -686.4224 |
Avg Daily Profit (%) | 0.6675 | 0.6391 | 0.0284 | 0.1536 | 0.1728 | 0 |
Buy And Hold Return (%) | 643.475 | 643.475 | 643.475 | 643.475 | 643.475 | 643.475 |
Max Trade Drawdown | -85488 | -61931 | -113993 | -1894388 | -1110706 | -1463207 |
Profit Factor | 3.2697 | 6.6874 | 1.1564 | 1.2112 | 1.7977 | 0.8472 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 41.3333 | 40.5405 | 42.1053 | 41.3333 | 40.5405 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.6408 | 9.8082 | 1.59 | 1.7192 | 2.6367 | 1.1649 |
Largest Winning Trade | 692241 | 692241 | 76011 | 1450170 | 1450170 | 908936 |
Largest Losing Trade | -82210 | -27805 | -82210 | -790687 | -519765 | -790687 |
Avg Bars in Trades | 71 | 67 | 75 | 71 | 67 | 75 |
Avg Bars in Winners | 114 | 101 | 126 | 114 | 101 | 126 |
Avg Bars in Losers | 41 | 44 | 38 | 41 | 44 | 38 |
Bars Traded | 5363 | 2495 | 2867 | 5363 | 2495 | 2867 |
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 | -53986 | 305523 | -371143 | -60642 | 174136 | -582168 |
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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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