Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003940.7101 | 856042.6294 | 147898.0807 | 14809629.7133 | 17832871.3093 | -3023241.596 |
Total P&L (%) | 1003.9407 | 856.0426 | 147.8981 | 14809.6297 | 17832.8713 | -3023.2416 |
Avg Daily Profit (%) | 0.4015 | 0.3423 | 0.0591 | 0.2003 | 0.2077 | 0 |
Buy And Hold Return (%) | 691.5345 | 691.5345 | 691.5345 | 691.5345 | 691.5345 | 691.5345 |
Max Trade Drawdown | -89130 | -39621 | -70295 | -6595697 | -3222821 | -8267337 |
Profit Factor | 3.4699 | 5.9401 | 1.6342 | 1.6762 | 2.9218 | 0.7605 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 55.4054 | 51.3514 | 59.4595 | 55.4054 | 51.3514 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.7928 | 5.6275 | 1.1143 | 1.3492 | 2.768 | 0.5185 |
Largest Winning Trade | 423085 | 423085 | 49920 | 12087257 | 12087257 | 1859018 |
Largest Losing Trade | -70295 | -19753 | -70295 | -6109434 | -2672545 | -6109434 |
Avg Bars in Trades | 66 | 68 | 63 | 66 | 68 | 63 |
Avg Bars in Winners | 78 | 82 | 75 | 78 | 82 | 75 |
Avg Bars in Losers | 50 | 54 | 45 | 50 | 54 | 45 |
Bars Traded | 4899 | 2550 | 2349 | 4899 | 2550 | 2349 |
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 | -76633 | -73848 | -276506 | -57694 | 499093 | -579546 |
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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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