Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1709042.5854 | 1662110.4531 | 46932.1324 | 749897.6985 | 1376761.1178 | -626863.4193 |
Total P&L (%) | 1709.0426 | 1662.1105 | 46.9321 | 749.8977 | 1376.7611 | -626.8634 |
Avg Daily Profit (%) | 0.9195 | 0.8942 | 0.0252 | 0.1152 | 0.145 | 0 |
Buy And Hold Return (%) | 160.5709 | 160.5709 | 160.5709 | 160.5709 | 160.5709 | 160.5709 |
Max Trade Drawdown | -122385 | -76099 | -81827 | -1856874 | -533864 | -1515839 |
Profit Factor | 4.3101 | 8.738 | 1.1557 | 1.169 | 1.8857 | 0.7826 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 45.4545 | 41.0256 | 50 | 45.4545 | 41.0256 | 50 |
Ratio Avg Win / Avg Loss | 5.1721 | 12.5609 | 1.1557 | 1.4027 | 2.7108 | 0.7826 |
Largest Winning Trade | 1506988 | 1506988 | 76017 | 1506988 | 1506988 | 490605 |
Largest Losing Trade | -76566 | -31199 | -76566 | -1515839 | -233391 | -1515839 |
Avg Bars in Trades | 92 | 84 | 100 | 92 | 84 | 100 |
Avg Bars in Winners | 150 | 139 | 159 | 150 | 139 | 159 |
Avg Bars in Losers | 44 | 46 | 41 | 44 | 46 | 41 |
Bars Traded | 7107 | 3303 | 3804 | 7107 | 3303 | 3804 |
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 | -27486 | 659037 | -374212 | -123144 | 35880 | -580764 |
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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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