Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1377885.7695 | 1290996.0171 | 86889.7524 | 3418547.9773 | 1875077.6779 | 1543470.2994 |
Total P&L (%) | 1377.8858 | 1290.996 | 86.8898 | 3418.548 | 1875.0777 | 1543.4703 |
Avg Daily Profit (%) | 0.7417 | 0.695 | 0.0468 | 0.1919 | 0.1607 | 0.1508 |
Buy And Hold Return (%) | 147.1405 | 147.1405 | 147.1405 | 147.1405 | 147.1405 | 147.1405 |
Max Trade Drawdown | -123345 | -85454 | -82220 | -15719027 | -11357870 | -5498890 |
Profit Factor | 3.3007 | 5.4035 | 1.2842 | 1.0912 | 1.0884 | 1.0948 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 52 | 47.3684 | 56.7568 | 52 | 47.3684 | 56.7568 |
Ratio Avg Win / Avg Loss | 3.0468 | 6.0039 | 0.9784 | 1.0072 | 1.2093 | 0.8341 |
Largest Winning Trade | 934241 | 934241 | 79530 | 7255792 | 7255792 | 3632815 |
Largest Losing Trade | -49032 | -49032 | -35569 | -5108180 | -5108180 | -2616633 |
Avg Bars in Trades | 71 | 69 | 74 | 71 | 69 | 74 |
Avg Bars in Winners | 100 | 93 | 106 | 100 | 93 | 106 |
Avg Bars in Losers | 41 | 47 | 32 | 41 | 47 | 32 |
Bars Traded | 5384 | 2631 | 2751 | 5384 | 2631 | 2751 |
Profit Streak | 0 | 0 | 79.8161 | 0 | 0 | 79.8161 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42040 | 696549 | -296458 | -173291 | -116584 | -108901 |
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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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