Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1653068.3753 | 1589695.7065 | 63372.6687 | 2326999.5344 | 6048757.3331 | -3721757.7988 |
Total P&L (%) | 1653.0684 | 1589.6957 | 63.3727 | 2326.9995 | 6048.7573 | -3721.7578 |
Avg Daily Profit (%) | 0.7005 | 0.6736 | 0.0269 | 0.1352 | 0.1747 | 0 |
Buy And Hold Return (%) | 475.5725 | 475.5725 | 475.5725 | 475.5725 | 475.5725 | 475.5725 |
Max Trade Drawdown | -264382 | -222192 | -91775 | -19519183 | -14072835 | -5814021 |
Profit Factor | 3.6475 | 5.2177 | 1.2561 | 1.0884 | 1.3227 | 0.5094 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 50.6667 | 40.5405 | 60.5263 | 50.6667 | 40.5405 | 60.5263 |
Ratio Avg Win / Avg Loss | 3.5515 | 7.6526 | 0.8192 | 1.0597 | 1.94 | 0.3322 |
Largest Winning Trade | 791231 | 791231 | 42797 | 17787030 | 17787030 | 1020991 |
Largest Losing Trade | -66892 | -55241 | -66892 | -10390200 | -10390200 | -3497149 |
Avg Bars in Trades | 56 | 70 | 43 | 56 | 70 | 43 |
Avg Bars in Winners | 48 | 64 | 37 | 48 | 64 | 37 |
Avg Bars in Losers | 65 | 74 | 51 | 65 | 74 | 51 |
Bars Traded | 4250 | 2610 | 1640 | 4250 | 2610 | 1640 |
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 | -44760 | 488178 | -323253 | -198017 | 197345 | -579400 |
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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) |
---|