Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8132544.961 | 8092098.732 | 40446.229 | 4625991.7022 | 556875.6267 | 4069116.0755 |
Total P&L (%) | 8132.545 | 8092.0987 | 40.4462 | 4625.9917 | 556.8756 | 4069.1161 |
Avg Daily Profit (%) | 4.1408 | 4.1202 | 0.0206 | 0.1965 | 0.0959 | 0.1901 |
Buy And Hold Return (%) | 3390.3404 | 3390.3404 | 3390.3404 | 3390.3404 | 3390.3404 | 3390.3404 |
Max Trade Drawdown | -85997 | -94509 | -50123 | -10444118 | -9871627 | -2005573 |
Profit Factor | 17.1684 | 20.9003 | 1.4198 | 1.1506 | 1.0205 | 2.1426 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 46.6667 | 37.8378 | 55.2632 | 46.6667 | 37.8378 | 55.2632 |
Ratio Avg Win / Avg Loss | 19.621 | 34.3362 | 1.1493 | 1.315 | 1.6766 | 1.7345 |
Largest Winning Trade | 7909226 | 7909226 | 26145 | 7762055 | 7762055 | 899815 |
Largest Losing Trade | -60350 | -60350 | -16288 | -5999565 | -5999565 | -660718 |
Avg Bars in Trades | 75 | 144 | 7 | 75 | 144 | 7 |
Avg Bars in Winners | 83 | 198 | 7 | 83 | 198 | 7 |
Avg Bars in Losers | 68 | 112 | 8 | 68 | 112 | 8 |
Bars Traded | 5663 | 5363 | 300 | 5663 | 5363 | 300 |
Profit Streak | 390.6644 | 0 | 540.6644 | 390.6644 | 0 | 540.6644 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41746 | 555753 | -328001 | -161219 | -431898 | -89154 |
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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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