Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369050.1364 | 1325564.4174 | 43485.719 | 21767540.7825 | 19220998.6848 | 2546542.0976 |
Total P&L (%) | 1369.0501 | 1325.5644 | 43.4857 | 21767.5408 | 19220.9987 | 2546.5421 |
Avg Daily Profit (%) | 0.7326 | 0.7093 | 0.0233 | 0.2887 | 0.2821 | 0.1754 |
Buy And Hold Return (%) | 6788.2487 | 6788.2487 | 6788.2487 | 6788.2487 | 6788.2487 | 6788.2487 |
Max Trade Drawdown | -165009 | -86906 | -84707 | -9455046 | -5643715 | -11549123 |
Profit Factor | 3.557 | 7.4376 | 1.132 | 1.6342 | 2.6289 | 1.1131 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 59.2105 | 63.1579 | 55.2632 | 59.2105 | 63.1579 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.4504 | 4.3386 | 0.9164 | 1.1258 | 1.5335 | 0.9011 |
Largest Winning Trade | 526159 | 526159 | 63323 | 8301211 | 4422190 | 8301211 |
Largest Losing Trade | -64977 | -64977 | -43617 | -5344641 | -5062983 | -5344641 |
Avg Bars in Trades | 93 | 102 | 85 | 93 | 102 | 85 |
Avg Bars in Winners | 123 | 138 | 106 | 123 | 138 | 106 |
Avg Bars in Losers | 51 | 42 | 58 | 51 | 42 | 58 |
Bars Traded | 7142 | 3908 | 3234 | 7142 | 3908 | 3234 |
Profit Streak | 0 | 111.2945 | 0 | 0 | 111.2945 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -198756 | -142577 | -403883 | -44454 | 459844 | -255062 |
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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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