Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745684.9676 | 692534.2269 | 53150.7407 | 1925111.982 | 4486757.5233 | -2561645.5413 |
Total P&L (%) | 745.685 | 692.5342 | 53.1507 | 1925.112 | 4486.7575 | -2561.6455 |
Avg Daily Profit (%) | 0.2982 | 0.277 | 0.0213 | 0.1204 | 0.1531 | 0 |
Buy And Hold Return (%) | 935.6052 | 935.6052 | 935.6052 | 935.6052 | 935.6052 | 935.6052 |
Max Trade Drawdown | -108010 | -45114 | -131635 | -3255919 | -1350289 | -4591372 |
Profit Factor | 2.5187 | 4.7021 | 1.1749 | 1.2048 | 2.4623 | 0.5955 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 52 | 52.6316 | 51.3514 | 52 | 52.6316 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.3249 | 4.2319 | 1.113 | 1.1121 | 2.2161 | 0.5642 |
Largest Winning Trade | 309753 | 309753 | 55031 | 2417920 | 2417920 | 1079124 |
Largest Losing Trade | -67432 | -22177 | -67432 | -2195407 | -515581 | -2195407 |
Avg Bars in Trades | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Winners | 89 | 90 | 88 | 89 | 90 | 88 |
Avg Bars in Losers | 40 | 32 | 47 | 40 | 32 | 47 |
Bars Traded | 4924 | 2391 | 2532 | 4924 | 2391 | 2532 |
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 | -213117 | -149151 | -358227 | -99908 | 402065 | -580597 |
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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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