Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301232.4974 | 1281805.2963 | 19427.2011 | 1393521.4699 | 1948831.8033 | -555310.3334 |
Total P&L (%) | 1301.2325 | 1281.8053 | 19.4272 | 1393.5215 | 1948.8318 | -555.3103 |
Avg Daily Profit (%) | 0.7168 | 0.7061 | 0.0107 | 0.149 | 0.1665 | 0 |
Buy And Hold Return (%) | 557.3363 | 557.3363 | 557.3363 | 557.3363 | 557.3363 | 557.3363 |
Max Trade Drawdown | -144131 | -85841 | -112082 | -1208721 | -788719 | -1061856 |
Profit Factor | 2.9929 | 5.3202 | 1.0545 | 1.236 | 1.8018 | 0.8401 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 39.4737 | 36.8421 | 42.1053 | 39.4737 | 36.8421 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.5892 | 9.1203 | 1.45 | 1.8952 | 3.0888 | 1.1552 |
Largest Winning Trade | 768354 | 768354 | 70619 | 844580 | 844580 | 788104 |
Largest Losing Trade | -44492 | -39096 | -44492 | -506609 | -337522 | -506609 |
Avg Bars in Trades | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Winners | 118 | 123 | 114 | 118 | 123 | 114 |
Avg Bars in Losers | 39 | 45 | 31 | 39 | 45 | 31 |
Bars Traded | 5360 | 2824 | 2536 | 5360 | 2824 | 2536 |
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 | -44357 | 374382 | -507909 | -54280 | 122237 | -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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