Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087892.4063 | 980530.6428 | 107361.7635 | 237143.1849 | -147764.9758 | 384908.1606 |
Total P&L (%) | 1087.8924 | 980.5306 | 107.3618 | 237.1432 | -147.765 | 384.9082 |
Avg Daily Profit (%) | 0.6044 | 0.5447 | 0.0596 | 0.0675 | 0 | 0.0877 |
Buy And Hold Return (%) | 126.7963 | 126.7963 | 126.7963 | 126.7963 | 126.7963 | 126.7963 |
Max Trade Drawdown | -95074 | -100002 | -55970 | -355938 | -394549 | -220459 |
Profit Factor | 3.7915 | 6.3195 | 1.5227 | 1.2126 | 0.7652 | 1.7912 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 47.2973 | 40.5405 | 54.0541 | 47.2973 | 40.5405 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.2248 | 9.2686 | 1.2943 | 1.3511 | 1.1222 | 1.5225 |
Largest Winning Trade | 1065347 | 1065347 | 59662 | 236460 | 236460 | 178317 |
Largest Losing Trade | -77804 | -27134 | -77804 | -106597 | -106597 | -77804 |
Avg Bars in Trades | 42 | 30 | 55 | 42 | 30 | 55 |
Avg Bars in Winners | 60 | 45 | 72 | 60 | 45 | 72 |
Avg Bars in Losers | 26 | 20 | 35 | 26 | 20 | 35 |
Bars Traded | 3175 | 1124 | 2051 | 3175 | 1124 | 2051 |
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 | -51425 | 570215 | -277081 | -180783 | -582784 | -74958 |
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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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