Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1424668.5272 | 1355570.4181 | 69098.1091 | 2276243.034 | 1742370.221 | 533872.8131 |
Total P&L (%) | 1424.6685 | 1355.5704 | 69.0981 | 2276.243 | 1742.3702 | 533.8728 |
Avg Daily Profit (%) | 0.7802 | 0.7424 | 0.0378 | 0.1737 | 0.1597 | 0.1012 |
Buy And Hold Return (%) | 867.789 | 867.789 | 867.789 | 867.789 | 867.789 | 867.789 |
Max Trade Drawdown | -91812 | -102252 | -63868 | -1705755 | -1756623 | -1096320 |
Profit Factor | 3.7392 | 5.7062 | 1.2977 | 1.2822 | 1.3555 | 1.1686 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 58.6667 | 62.1622 | 55.2632 | 58.6667 | 62.1622 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.6344 | 3.4733 | 1.0506 | 0.9033 | 0.8251 | 0.946 |
Largest Winning Trade | 985632 | 985632 | 56080 | 1298035 | 1298035 | 576226 |
Largest Losing Trade | -62073 | -51940 | -62073 | -1227066 | -1227066 | -1096320 |
Avg Bars in Trades | 46 | 64 | 28 | 46 | 64 | 28 |
Avg Bars in Winners | 43 | 57 | 28 | 43 | 57 | 28 |
Avg Bars in Losers | 49 | 76 | 27 | 49 | 76 | 27 |
Bars Traded | 3461 | 2396 | 1065 | 3461 | 2396 | 1065 |
Profit Streak | 0 | 179.4501 | 0 | 0 | 179.4501 | 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 | -49286 | 480407 | -307086 | -57201 | 64071 | -259001 |
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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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