Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1871810.6784 | 1778398.9292 | 93411.7492 | 4198808.693 | 1059965.2318 | 3138843.4613 |
Total P&L (%) | 1871.8107 | 1778.3989 | 93.4117 | 4198.8087 | 1059.9652 | 3138.8435 |
Avg Daily Profit (%) | 1.0023 | 0.9523 | 0.05 | 0.2016 | 0.1313 | 0.1864 |
Buy And Hold Return (%) | 598.9873 | 598.9873 | 598.9873 | 598.9873 | 598.9873 | 598.9873 |
Max Trade Drawdown | -139813 | -93050 | -84851 | -3382024 | -2546939 | -1690376 |
Profit Factor | 4.2641 | 6.3938 | 1.3833 | 1.3207 | 1.1395 | 1.5712 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 27 | 8 | 19 | 27 | 8 | 19 |
Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
Profitability (%) | 36 | 21.0526 | 51.3514 | 36 | 21.0526 | 51.3514 |
Ratio Avg Win / Avg Loss | 7.5807 | 23.9766 | 1.3105 | 2.3479 | 4.2731 | 1.4885 |
Largest Winning Trade | 1125845 | 1125845 | 58162 | 2765120 | 2765120 | 2314996 |
Largest Losing Trade | -53578 | -30380 | -53578 | -1666240 | -660929 | -1666240 |
Avg Bars in Trades | 48 | 38 | 58 | 48 | 38 | 58 |
Avg Bars in Winners | 95 | 109 | 90 | 95 | 109 | 90 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 3645 | 1477 | 2168 | 3645 | 1477 | 2168 |
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 | -49125 | -28511 | -291117 | -57349 | -138875 | 312135 |
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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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