Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1717936.9945 | 1701286.9438 | 16650.0507 | 1142708.4298 | 497025.6666 | 645682.7632 |
Total P&L (%) | 1717.937 | 1701.2869 | 16.6501 | 1142.7084 | 497.0257 | 645.6828 |
Avg Daily Profit (%) | 0.9407 | 0.9315 | 0.0091 | 0.1381 | 0.0979 | 0.1101 |
Buy And Hold Return (%) | 669.1932 | 669.1932 | 669.1932 | 669.1932 | 669.1932 | 669.1932 |
Max Trade Drawdown | -132342 | -82658 | -63783 | -4783971 | -3820451 | -1468915 |
Profit Factor | 3.7193 | 5.6111 | 1.0634 | 1.0881 | 1.059 | 1.1417 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40.7895 | 36.8421 | 44.7368 | 40.7895 | 36.8421 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.399 | 9.6191 | 1.3136 | 1.5795 | 1.8155 | 1.4104 |
Largest Winning Trade | 854608 | 854608 | 72690 | 2642365 | 2642365 | 1087137 |
Largest Losing Trade | -35906 | -35316 | -35906 | -1490816 | -1490816 | -1013078 |
Avg Bars in Trades | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Winners | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Losers | 45 | 37 | 53 | 45 | 37 | 53 |
Bars Traded | 5200 | 2404 | 2796 | 5200 | 2404 | 2796 |
Profit Streak | 0 | 114.7913 | 0 | 0 | 114.7913 | 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 | -40711 | 484731 | -499298 | -197032 | -387094 | -278051 |
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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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