Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307957.5637 | 1272651.6515 | 35305.9123 | 2796040.1311 | 2421846.866 | 374193.2651 |
Total P&L (%) | 1307.9576 | 1272.6517 | 35.3059 | 2796.0401 | 2421.8469 | 374.1933 |
Avg Daily Profit (%) | 0.7189 | 0.6995 | 0.0194 | 0.1852 | 0.1775 | 0.0856 |
Buy And Hold Return (%) | 717.7332 | 717.7332 | 717.7332 | 717.7332 | 717.7332 | 717.7332 |
Max Trade Drawdown | -117945 | -91238 | -98890 | -1086709 | -971049 | -1145370 |
Profit Factor | 3.2525 | 5.5725 | 1.1168 | 1.4517 | 1.8603 | 1.1109 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 40 | 37.8378 | 42.1053 | 40 | 37.8378 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.8788 | 9.1548 | 1.5356 | 2.1775 | 3.0562 | 1.5274 |
Largest Winning Trade | 732942 | 732942 | 68115 | 1539459 | 1539459 | 1043016 |
Largest Losing Trade | -30635 | -27389 | -30635 | -832267 | -832267 | -765219 |
Avg Bars in Trades | 46 | 52 | 40 | 46 | 52 | 40 |
Avg Bars in Winners | 69 | 80 | 60 | 69 | 80 | 60 |
Avg Bars in Losers | 30 | 36 | 25 | 30 | 36 | 25 |
Bars Traded | 3469 | 1949 | 1520 | 3469 | 1949 | 1520 |
Profit Streak | 0 | 187.1636 | 0 | 0 | 187.1636 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54549 | 315140 | -426731 | -57448 | 188346 | -345010 |
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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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