Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851472.0482 | 748376.9522 | 103095.096 | 4023118.5761 | 3978562.5148 | 44556.0613 |
Total P&L (%) | 851.472 | 748.377 | 103.0951 | 4023.1186 | 3978.5625 | 44.5561 |
Avg Daily Profit (%) | 0.3406 | 0.2993 | 0.0412 | 0.1489 | 0.1484 | 0.0147 |
Buy And Hold Return (%) | 837.3819 | 837.3819 | 837.3819 | 837.3819 | 837.3819 | 837.3819 |
Max Trade Drawdown | -100013 | -82079 | -42119 | -1240338 | -558556 | -1342729 |
Profit Factor | 3.1669 | 3.8147 | 1.8113 | 2.1832 | 3.5396 | 1.0243 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 61.3333 | 59.4595 | 63.1579 | 61.3333 | 59.4595 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.9965 | 2.6009 | 1.0566 | 1.3764 | 2.4134 | 0.5975 |
Largest Winning Trade | 326520 | 326520 | 39288 | 3736373 | 3736373 | 826681 |
Largest Losing Trade | -47608 | -47608 | -32393 | -1229449 | -431847 | -1229449 |
Avg Bars in Trades | 115 | 167 | 64 | 115 | 167 | 64 |
Avg Bars in Winners | 109 | 139 | 82 | 109 | 139 | 82 |
Avg Bars in Losers | 124 | 209 | 32 | 124 | 209 | 32 |
Bars Traded | 8652 | 6212 | 2439 | 8652 | 6212 | 2439 |
Profit Streak | 141.6258 | 0 | 241.8758 | 141.6258 | 0 | 241.8758 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204211 | -148733 | -298589 | -51328 | 428961 | -531705 |
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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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