Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192580.6731 | 1184683.5458 | 7897.1273 | 1513584.1764 | 2923773.6478 | -1410189.4714 |
Total P&L (%) | 1192.5807 | 1184.6835 | 7.8971 | 1513.5842 | 2923.7736 | -1410.1895 |
Avg Daily Profit (%) | 0.6549 | 0.6506 | 0.0043 | 0.1528 | 0.1874 | 0 |
Buy And Hold Return (%) | 630.4719 | 630.4719 | 630.4719 | 630.4719 | 630.4719 | 630.4719 |
Max Trade Drawdown | -90560 | -59299 | -70631 | -4437779 | -3067229 | -2486604 |
Profit Factor | 3.1297 | 5.944 | 1.0247 | 1.1074 | 1.4248 | 0.8044 |
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 | 5.0722 | 9.1141 | 1.7565 | 1.7948 | 2.1846 | 1.3789 |
Largest Winning Trade | 711897 | 711897 | 71022 | 4231303 | 4231303 | 1409461 |
Largest Losing Trade | -46169 | -22161 | -46169 | -1054668 | -744168 | -1054668 |
Avg Bars in Trades | 67 | 43 | 91 | 67 | 43 | 91 |
Avg Bars in Winners | 122 | 74 | 174 | 122 | 74 | 174 |
Avg Bars in Losers | 33 | 23 | 42 | 33 | 23 | 42 |
Bars Traded | 5134 | 1667 | 3467 | 5134 | 1667 | 3467 |
Profit Streak | 0 | 27.9157 | 0 | 0 | 27.9157 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48088 | 329066 | -550205 | -156229 | 168900 | -584215 |
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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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