Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1326556.6438 | 1241362.2376 | 85194.4062 | 7034477.9547 | 4179338.2793 | 2855139.6754 |
Total P&L (%) | 1326.5566 | 1241.3622 | 85.1944 | 7034.478 | 4179.3383 | 2855.1397 |
Avg Daily Profit (%) | 0.7321 | 0.6851 | 0.047 | 0.2358 | 0.2075 | 0.187 |
Buy And Hold Return (%) | 676.7483 | 676.7483 | 676.7483 | 676.7483 | 676.7483 | 676.7483 |
Max Trade Drawdown | -104358 | -50629 | -85502 | -5584467 | -4737944 | -2630292 |
Profit Factor | 3.6962 | 6.3532 | 1.3275 | 1.4992 | 1.4745 | 1.5402 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 48 | 47.3684 | 48.6486 | 48 | 47.3684 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.0043 | 7.0591 | 1.4013 | 1.6241 | 1.6384 | 1.6258 |
Largest Winning Trade | 655772 | 655772 | 71750 | 4726076 | 4726076 | 2418182 |
Largest Losing Trade | -34747 | -34724 | -34747 | -2554053 | -2554053 | -989488 |
Avg Bars in Trades | 68 | 75 | 60 | 68 | 75 | 60 |
Avg Bars in Winners | 97 | 108 | 85 | 97 | 108 | 85 |
Avg Bars in Losers | 41 | 45 | 36 | 41 | 45 | 36 |
Bars Traded | 5101 | 2868 | 2233 | 5101 | 2868 | 2233 |
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 | -49785 | 421491 | -296162 | -51299 | 316929 | 289528 |
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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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