Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307128.1851 | 1283117.1153 | 24011.0699 | 3718632.647 | 4253499.4849 | -534866.8379 |
Total P&L (%) | 1307.1282 | 1283.1171 | 24.0111 | 3718.6326 | 4253.4995 | -534.8668 |
Avg Daily Profit (%) | 0.7239 | 0.7106 | 0.0133 | 0.2019 | 0.2092 | 0 |
Buy And Hold Return (%) | 733.0962 | 733.0962 | 733.0962 | 733.0962 | 733.0962 | 733.0962 |
Max Trade Drawdown | -103512 | -65994 | -127037 | -2679401 | -1756959 | -2160027 |
Profit Factor | 3.5026 | 6.5017 | 1.0831 | 1.4204 | 2.0242 | 0.886 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 40.5405 | 43.2432 | 37.8378 | 40.5405 | 43.2432 | 37.8378 |
Ratio Avg Win / Avg Loss | 5.1371 | 8.5335 | 1.7793 | 2.0832 | 2.6567 | 1.4556 |
Largest Winning Trade | 773091 | 773091 | 75235 | 3033873 | 3033873 | 1300999 |
Largest Losing Trade | -34852 | -28558 | -34852 | -737810 | -557585 | -737810 |
Avg Bars in Trades | 71 | 61 | 80 | 71 | 61 | 80 |
Avg Bars in Winners | 116 | 108 | 125 | 116 | 108 | 125 |
Avg Bars in Losers | 40 | 26 | 53 | 40 | 26 | 53 |
Bars Traded | 5280 | 2291 | 2989 | 5280 | 2291 | 2989 |
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 | -61579 | 351153 | -473632 | -63756 | 307528 | -583835 |
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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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