Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1343084.3886 | 1306925.3371 | 36159.0516 | 2004816.764 | 3111016.0384 | -1106199.2744 |
Total P&L (%) | 1343.0844 | 1306.9253 | 36.1591 | 2004.8168 | 3111.016 | -1106.1993 |
Avg Daily Profit (%) | 0.7351 | 0.7153 | 0.0198 | 0.1669 | 0.1901 | 0 |
Buy And Hold Return (%) | 663.1023 | 663.1023 | 663.1023 | 663.1023 | 663.1023 | 663.1023 |
Max Trade Drawdown | -220082 | -127478 | -137303 | -2700713 | -830562 | -2041758 |
Profit Factor | 3.5954 | 5.8181 | 1.1469 | 1.3931 | 2.5609 | 0.644 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 39.1892 | 37.8378 | 40.5405 | 39.1892 | 37.8378 | 40.5405 |
Ratio Avg Win / Avg Loss | 5.5791 | 9.5582 | 1.6821 | 2.1617 | 4.2072 | 0.9445 |
Largest Winning Trade | 760844 | 760844 | 74287 | 2335157 | 2335157 | 918758 |
Largest Losing Trade | -36776 | -29655 | -36776 | -634635 | -366704 | -634635 |
Avg Bars in Trades | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Winners | 132 | 131 | 133 | 132 | 131 | 133 |
Avg Bars in Losers | 30 | 25 | 36 | 30 | 25 | 36 |
Bars Traded | 5213 | 2420 | 2793 | 5213 | 2420 | 2793 |
Profit Streak | 26.7106 | 0 | 29.7106 | 26.7106 | 0 | 29.7106 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59783 | 325089 | -393203 | -66011 | 234135 | -583911 |
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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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