Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1665452.2474 | 1576921.8396 | 88530.4078 | 2770203.3872 | 2806241.3955 | -36038.0083 |
Total P&L (%) | 1665.4522 | 1576.9218 | 88.5304 | 2770.2034 | 2806.2414 | -36.038 |
Avg Daily Profit (%) | 0.7362 | 0.697 | 0.0391 | 0.1485 | 0.149 | -0.0198 |
Buy And Hold Return (%) | 301.4286 | 301.4286 | 301.4286 | 301.4286 | 301.4286 | 301.4286 |
Max Trade Drawdown | -123713 | -90495 | -54656 | -9416341 | -6413739 | -3002601 |
Profit Factor | 4.3097 | 5.9371 | 1.4817 | 1.1242 | 1.1769 | 0.9944 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 52.6316 | 44.7368 | 60.5263 | 52.6316 | 44.7368 | 60.5263 |
Ratio Avg Win / Avg Loss | 3.8787 | 7.334 | 0.9663 | 1.0118 | 1.4539 | 0.6485 |
Largest Winning Trade | 1220431 | 1220431 | 49191 | 7610409 | 7610409 | 1497760 |
Largest Losing Trade | -66209 | -66209 | -35966 | -5279874 | -5279874 | -2054073 |
Avg Bars in Trades | 167 | 296 | 37 | 167 | 296 | 37 |
Avg Bars in Winners | 197 | 403 | 45 | 197 | 403 | 45 |
Avg Bars in Losers | 133 | 210 | 26 | 133 | 210 | 26 |
Bars Traded | 12711 | 11268 | 1442 | 12711 | 11268 | 1442 |
Profit Streak | 112.0187 | 0 | 191.8521 | 112.0187 | 0 | 191.8521 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33947 | 631990 | -304913 | -131176 | -21579 | -578811 |
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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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