Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256864.3478 | 1196681.0989 | 60183.2489 | 3726645.9233 | 4706814.8505 | -980168.9272 |
Total P&L (%) | 1256.8643 | 1196.6811 | 60.1832 | 3726.6459 | 4706.8149 | -980.1689 |
Avg Daily Profit (%) | 0.5733 | 0.5459 | 0.0275 | 0.1664 | 0.1768 | 0 |
Buy And Hold Return (%) | 494.706 | 494.706 | 494.706 | 494.706 | 494.706 | 494.706 |
Max Trade Drawdown | -110186 | -105476 | -86070 | -2382884 | -1421105 | -1857494 |
Profit Factor | 3.3754 | 5.3273 | 1.2383 | 1.518 | 2.2273 | 0.7082 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 38.4615 | 33.3333 | 43.5897 | 38.4615 | 33.3333 | 43.5897 |
Ratio Avg Win / Avg Loss | 5.4007 | 10.6546 | 1.6025 | 2.4288 | 4.4545 | 0.9165 |
Largest Winning Trade | 676955 | 676955 | 65720 | 3685295 | 3685295 | 383619 |
Largest Losing Trade | -29770 | -29770 | -29552 | -780826 | -642752 | -780826 |
Avg Bars in Trades | 164 | 148 | 180 | 164 | 148 | 180 |
Avg Bars in Winners | 286 | 295 | 280 | 286 | 295 | 280 |
Avg Bars in Losers | 87 | 74 | 103 | 87 | 74 | 103 |
Bars Traded | 12821 | 5777 | 7044 | 12821 | 5777 | 7044 |
Profit Streak | 0 | 0 | 256.5217 | 0 | 0 | 256.5217 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29100 | 305008 | -322258 | -32987 | 202229 | -581875 |
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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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