Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285333.225 | 1268694.4798 | 16638.7452 | 1506798.7432 | 2650844.2784 | -1144045.5351 |
Total P&L (%) | 1285.3332 | 1268.6945 | 16.6387 | 1506.7987 | 2650.8443 | -1144.0455 |
Avg Daily Profit (%) | 0.7082 | 0.699 | 0.0092 | 0.1531 | 0.1828 | 0 |
Buy And Hold Return (%) | 831.0491 | 831.0491 | 831.0491 | 831.0491 | 831.0491 | 831.0491 |
Max Trade Drawdown | -122177 | -93363 | -65067 | -2145923 | -1063701 | -1478802 |
Profit Factor | 3.3748 | 5.8911 | 1.059 | 1.2638 | 2.0648 | 0.645 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.8718 | 46.1538 | 43.5897 | 44.8718 | 46.1538 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.1462 | 6.8729 | 1.3705 | 1.5527 | 2.4089 | 0.8347 |
Largest Winning Trade | 613655 | 613655 | 68756 | 2137767 | 2137767 | 349311 |
Largest Losing Trade | -58720 | -58720 | -39762 | -503197 | -373567 | -503197 |
Avg Bars in Trades | 43 | 48 | 39 | 43 | 48 | 39 |
Avg Bars in Winners | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Losers | 34 | 41 | 28 | 34 | 41 | 28 |
Bars Traded | 3425 | 1890 | 1535 | 3425 | 1890 | 1535 |
Profit Streak | 2.3568 | 11.8568 | 0 | 2.3568 | 11.8568 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33596 | 354854 | -504423 | -42044 | 288866 | -583250 |
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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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