Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844993.74 | 818587.9561 | 26405.7839 | 355877.8671 | 626683.0403 | -270805.1732 |
Total P&L (%) | 844.9937 | 818.588 | 26.4058 | 355.8779 | 626.683 | -270.8052 |
Avg Daily Profit (%) | 0.4571 | 0.4428 | 0.0143 | 0.0821 | 0.1073 | 0 |
Buy And Hold Return (%) | 134.6629 | 134.6629 | 134.6629 | 134.6629 | 134.6629 | 134.6629 |
Max Trade Drawdown | -95543 | -67754 | -82265 | -1192058 | -381249 | -898571 |
Profit Factor | 2.6077 | 4.4626 | 1.0913 | 1.0993 | 1.4203 | 0.8706 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 48 | 42.1053 | 54.0541 | 48 | 42.1053 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.825 | 6.1361 | 0.9276 | 1.1909 | 1.9529 | 0.74 |
Largest Winning Trade | 738353 | 738353 | 57788 | 603539 | 572226 | 603539 |
Largest Losing Trade | -55229 | -25421 | -55229 | -726231 | -256146 | -726231 |
Avg Bars in Trades | 93 | 88 | 98 | 93 | 88 | 98 |
Avg Bars in Winners | 139 | 142 | 136 | 139 | 142 | 136 |
Avg Bars in Losers | 50 | 49 | 52 | 50 | 49 | 52 |
Bars Traded | 6992 | 3364 | 3628 | 6992 | 3364 | 3628 |
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 | -47331 | 498326 | -460766 | -260115 | -52041 | -580247 |
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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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