Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1695981.9418 | 1660616.2281 | 35365.7137 | 1550888.0803 | 3066936.878 | -1516048.7977 |
Total P&L (%) | 1695.9819 | 1660.6162 | 35.3657 | 1550.8881 | 3066.9369 | -1516.0488 |
Avg Daily Profit (%) | 0.7142 | 0.6994 | 0.0149 | 0.1182 | 0.1456 | 0 |
Buy And Hold Return (%) | 505.5523 | 505.5523 | 505.5523 | 505.5523 | 505.5523 | 505.5523 |
Max Trade Drawdown | -221488 | -185484 | -113931 | -4750733 | -2673857 | -2361579 |
Profit Factor | 3.7947 | 6.11 | 1.1255 | 1.1743 | 1.6697 | 0.6488 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 40.7895 | 39.4737 | 42.1053 | 40.7895 | 39.4737 | 42.1053 |
Ratio Avg Win / Avg Loss | 5.5084 | 9.3686 | 1.5475 | 1.7047 | 2.5602 | 0.8921 |
Largest Winning Trade | 1364962 | 1364962 | 65141 | 4671152 | 4671152 | 701262 |
Largest Losing Trade | -42153 | -42153 | -35740 | -1512796 | -866493 | -1512796 |
Avg Bars in Trades | 180 | 168 | 193 | 180 | 168 | 193 |
Avg Bars in Winners | 292 | 291 | 294 | 292 | 291 | 294 |
Avg Bars in Losers | 103 | 87 | 119 | 103 | 87 | 119 |
Bars Traded | 13730 | 6387 | 7343 | 13730 | 6387 | 7343 |
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 | -40811 | 500237 | -423192 | -122917 | 8531 | -583835 |
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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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