Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1430967.969 | 1328098.3254 | 102869.6436 | 8153792.1713 | 3602288.557 | 4551503.6143 |
Total P&L (%) | 1430.968 | 1328.0983 | 102.8696 | 8153.7922 | 3602.2886 | 4551.5036 |
Avg Daily Profit (%) | 0.7781 | 0.7222 | 0.0559 | 0.2403 | 0.1966 | 0.209 |
Buy And Hold Return (%) | 592.8662 | 592.8662 | 592.8662 | 592.8662 | 592.8662 | 592.8662 |
Max Trade Drawdown | -83105 | -61548 | -46414 | -12861473 | -10841749 | -4803421 |
Profit Factor | 4.1166 | 6.1778 | 1.5076 | 1.2374 | 1.167 | 1.3564 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 52 | 51.3514 | 52.6316 | 52 | 51.3514 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.7999 | 5.8527 | 1.3569 | 1.1422 | 1.1056 | 1.2208 |
Largest Winning Trade | 730813 | 730813 | 79768 | 6962295 | 6962295 | 4202810 |
Largest Losing Trade | -41169 | -41169 | -29186 | -5722695 | -5722695 | -3529832 |
Avg Bars in Trades | 68 | 101 | 35 | 68 | 101 | 35 |
Avg Bars in Winners | 76 | 109 | 45 | 76 | 109 | 45 |
Avg Bars in Losers | 58 | 93 | 23 | 58 | 93 | 23 |
Bars Traded | 5101 | 3769 | 1332 | 5101 | 3769 | 1332 |
Profit Streak | 0 | 113.2551 | 0 | 0 | 113.2551 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45023 | 593454 | -282293 | -52934 | -28703 | 320313 |
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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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