Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1823615.3062 | 1754233.5557 | 69381.7505 | 1913045.9671 | 2056157.5516 | -143111.5846 |
Total P&L (%) | 1823.6153 | 1754.2336 | 69.3818 | 1913.046 | 2056.1576 | -143.1116 |
Avg Daily Profit (%) | 0.8248 | 0.7934 | 0.0314 | 0.1359 | 0.139 | 0 |
Buy And Hold Return (%) | 198.2327 | 198.2327 | 198.2327 | 198.2327 | 198.2327 | 198.2327 |
Max Trade Drawdown | -89835 | -88893 | -94732 | -2574393 | -1817091 | -1616423 |
Profit Factor | 4.2013 | 6.8051 | 1.2594 | 1.1993 | 1.408 | 0.9686 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 45.3333 | 40.5405 | 50 | 45.3333 | 40.5405 | 50 |
Ratio Avg Win / Avg Loss | 5.0662 | 9.9808 | 1.2594 | 1.4462 | 2.0651 | 0.9686 |
Largest Winning Trade | 1555456 | 1555456 | 57812 | 2698839 | 2698839 | 794424 |
Largest Losing Trade | -53576 | -39952 | -53576 | -1538907 | -1065841 | -1538907 |
Avg Bars in Trades | 54 | 64 | 43 | 54 | 64 | 43 |
Avg Bars in Winners | 78 | 96 | 64 | 78 | 96 | 64 |
Avg Bars in Losers | 34 | 42 | 23 | 34 | 42 | 23 |
Bars Traded | 4059 | 2391 | 1668 | 4059 | 2391 | 1668 |
Profit Streak | 95.6761 | 0 | 321.1761 | 95.6761 | 0 | 321.1761 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42136 | 646730 | -315928 | -75062 | -8889 | -579798 |
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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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