Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2153846.0571 | 2124400.4787 | 29445.5783 | 803144.1465 | 2252501.058 | -1449356.9115 |
Total P&L (%) | 2153.8461 | 2124.4005 | 29.4456 | 803.1441 | 2252.5011 | -1449.3569 |
Avg Daily Profit (%) | 0.9717 | 0.9584 | 0.0133 | 0.0993 | 0.1426 | 0 |
Buy And Hold Return (%) | 302.3614 | 302.3614 | 302.3614 | 302.3614 | 302.3614 | 302.3614 |
Max Trade Drawdown | -116150 | -75731 | -98738 | -4455104 | -2534965 | -2721376 |
Profit Factor | 4.2916 | 8.2456 | 1.0815 | 1.0666 | 1.4208 | 0.784 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 43.2432 | 40.5405 | 45.9459 | 43.2432 | 40.5405 | 45.9459 |
Ratio Avg Win / Avg Loss | 5.6328 | 12.0935 | 1.2724 | 1.3999 | 2.0839 | 0.9223 |
Largest Winning Trade | 1978250 | 1978250 | 56412 | 2522598 | 2522598 | 1052201 |
Largest Losing Trade | -44295 | -40311 | -44295 | -1600820 | -1600820 | -1362505 |
Avg Bars in Trades | 115 | 110 | 120 | 115 | 110 | 120 |
Avg Bars in Winners | 176 | 173 | 178 | 176 | 173 | 178 |
Avg Bars in Losers | 68 | 66 | 70 | 68 | 66 | 70 |
Bars Traded | 8515 | 4075 | 4440 | 8515 | 4075 | 4440 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50814 | 653709 | -473280 | -282045 | -4021 | -582349 |
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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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