Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482637.605 | 1460285.3293 | 22352.2756 | 86776.3123 | 111594.177 | -24817.8647 |
Total P&L (%) | 1482.6376 | 1460.2853 | 22.3523 | 86.7763 | 111.5942 | -24.8179 |
Avg Daily Profit (%) | 0.7728 | 0.7612 | 0.0117 | 0.0326 | 0.0391 | -0.0149 |
Buy And Hold Return (%) | 59.7243 | 59.7243 | 59.7243 | 59.7243 | 59.7243 | 59.7243 |
Max Trade Drawdown | -172815 | -153399 | -107699 | -1552937 | -1501621 | -684480 |
Profit Factor | 4.1089 | 6.1296 | 1.1163 | 1.0218 | 1.0454 | 0.9837 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40 | 36.8421 | 43.2432 | 40 | 36.8421 | 43.2432 |
Ratio Avg Win / Avg Loss | 6.1634 | 10.5079 | 1.4651 | 1.5327 | 1.7921 | 1.2911 |
Largest Winning Trade | 1613215 | 1613215 | 40576 | 1613215 | 1613215 | 345571 |
Largest Losing Trade | -38230 | -33529 | -38230 | -482552 | -482552 | -293568 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 69 | 51 | 85 | 69 | 51 | 85 |
Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
Bars Traded | 3502 | 1560 | 1942 | 3502 | 1560 | 1942 |
Profit Streak | 0 | 0 | 73.0191 | 0 | 0 | 73.0191 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45091 | 585299 | -437729 | -434850 | -323053 | -581175 |
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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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