Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4847249.8672 | 4706287.757 | 140962.1102 | 15265883.0673 | 9507031.9512 | 5758851.1161 |
Total P&L (%) | 4847.2499 | 4706.2878 | 140.9621 | 15265.8831 | 9507.032 | 5758.8511 |
Avg Daily Profit (%) | 2.188 | 2.1244 | 0.0636 | 0.2275 | 0.2063 | 0.1839 |
Buy And Hold Return (%) | 804.8919 | 804.8919 | 804.8919 | 804.8919 | 804.8919 | 804.8919 |
Max Trade Drawdown | -78763 | -65788 | -72336 | -13264593 | -10048763 | -9494907 |
Profit Factor | 12.4008 | 22.1519 | 1.6955 | 1.3273 | 1.3751 | 1.2703 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 37.3333 | 42.1053 | 32.4324 | 37.3333 | 42.1053 | 32.4324 |
Ratio Avg Win / Avg Loss | 20.8156 | 30.4589 | 3.5324 | 2.2279 | 1.8908 | 2.6465 |
Largest Winning Trade | 4559504 | 4559504 | 58428 | 11156811 | 11156811 | 7563733 |
Largest Losing Trade | -34476 | -34476 | -33060 | -5581488 | -5581488 | -4858750 |
Avg Bars in Trades | 173 | 169 | 178 | 173 | 169 | 178 |
Avg Bars in Winners | 331 | 285 | 392 | 331 | 285 | 392 |
Avg Bars in Losers | 79 | 84 | 75 | 79 | 84 | 75 |
Bars Traded | 13026 | 6422 | 6603 | 13026 | 6422 | 6603 |
Profit Streak | 0 | 0 | 20.2913 | 0 | 0 | 20.2913 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43956 | 684654 | -276803 | -56568 | 240780 | 95111 |
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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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