Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231380.0329 | 1196969.3452 | 34410.6877 | 2014448.8713 | 2785857.9087 | -771409.0374 |
Total P&L (%) | 1231.38 | 1196.9693 | 34.4107 | 2014.4489 | 2785.8579 | -771.409 |
Avg Daily Profit (%) | 0.6782 | 0.6592 | 0.019 | 0.1682 | 0.1854 | 0 |
Buy And Hold Return (%) | 629.5047 | 629.5047 | 629.5047 | 629.5047 | 629.5047 | 629.5047 |
Max Trade Drawdown | -120890 | -65094 | -67552 | -7137359 | -3971102 | -3628102 |
Profit Factor | 3.1878 | 5.5428 | 1.1149 | 1.1411 | 1.409 | 0.8967 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 38.1579 | 39.4737 | 36.8421 | 38.1579 | 39.4737 | 36.8421 |
Ratio Avg Win / Avg Loss | 5.1664 | 8.4989 | 1.9113 | 1.8493 | 2.1605 | 1.5372 |
Largest Winning Trade | 645401 | 645401 | 77812 | 3770067 | 3770067 | 1625860 |
Largest Losing Trade | -33129 | -25793 | -33129 | -1569136 | -1569136 | -1223532 |
Avg Bars in Trades | 70 | 64 | 75 | 70 | 64 | 75 |
Avg Bars in Winners | 124 | 108 | 142 | 124 | 108 | 142 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 5327 | 2468 | 2859 | 5327 | 2468 | 2859 |
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 | -47347 | 307059 | -431393 | -117777 | 138576 | -583104 |
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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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