Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053200.0944 | 1084202.1124 | -31002.0181 | 119078.9167 | -70099.9063 | 189178.823 |
Total P&L (%) | 1053.2001 | 1084.2021 | -31.002 | 119.0789 | -70.0999 | 189.1788 |
Avg Daily Profit (%) | 0.5562 | 0.5725 | -0.0164 | 0.0414 | -0.0637 | 0.0561 |
Buy And Hold Return (%) | 151.1983 | 151.1983 | 151.1983 | 151.1983 | 151.1983 | 151.1983 |
Max Trade Drawdown | -231317 | -115820 | -128856 | -4697086 | -3406570 | -1933079 |
Profit Factor | 2.8251 | 4.3995 | 0.8799 | 1.011 | 0.9901 | 1.0495 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 39.4737 | 42.1053 | 36.8421 | 39.4737 | 42.1053 | 36.8421 |
Ratio Avg Win / Avg Loss | 4.3318 | 6.0493 | 1.5084 | 1.5501 | 1.3613 | 1.7992 |
Largest Winning Trade | 825984 | 825984 | 54656 | 1951778 | 1951778 | 849651 |
Largest Losing Trade | -63558 | -31320 | -63558 | -1141582 | -1141582 | -674203 |
Avg Bars in Trades | 72 | 80 | 64 | 72 | 80 | 64 |
Avg Bars in Winners | 100 | 114 | 84 | 100 | 114 | 84 |
Avg Bars in Losers | 54 | 56 | 53 | 54 | 56 | 53 |
Bars Traded | 5529 | 3068 | 2462 | 5529 | 3068 | 2462 |
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 | -41419 | 558693 | -583104 | -568587 | -582168 | -375687 |
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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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