Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495962.8888 | 1442031.6096 | 53931.2792 | 1530207.0852 | 1098665.7655 | 431541.3197 |
Total P&L (%) | 1495.9629 | 1442.0316 | 53.9313 | 1530.2071 | 1098.6658 | 431.5413 |
Avg Daily Profit (%) | 0.822 | 0.7923 | 0.0296 | 0.1535 | 0.1366 | 0.0918 |
Buy And Hold Return (%) | 680.593 | 680.593 | 680.593 | 680.593 | 680.593 | 680.593 |
Max Trade Drawdown | -110224 | -149791 | -46518 | -3272416 | -3931399 | -1188412 |
Profit Factor | 4.1128 | 5.0386 | 1.4366 | 1.1463 | 1.1344 | 1.189 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 49.3333 | 40.5405 | 57.8947 | 49.3333 | 40.5405 | 57.8947 |
Ratio Avg Win / Avg Loss | 4.2239 | 7.3899 | 1.0448 | 1.1773 | 1.6638 | 0.8647 |
Largest Winning Trade | 704894 | 704894 | 40207 | 3522251 | 3522251 | 804882 |
Largest Losing Trade | -36766 | -36766 | -24345 | -1230272 | -1230272 | -509013 |
Avg Bars in Trades | 44 | 78 | 11 | 44 | 78 | 11 |
Avg Bars in Winners | 54 | 116 | 11 | 54 | 116 | 11 |
Avg Bars in Losers | 35 | 52 | 10 | 35 | 52 | 10 |
Bars Traded | 3331 | 2910 | 421 | 3331 | 2910 | 421 |
Profit Streak | 76.3183 | 85.3183 | 76.3183 | 76.3183 | 85.3183 | 76.3183 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45811 | 421617 | -316282 | -117726 | -94441 | -248548 |
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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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