Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757489.2903 | 1716844.7999 | 40644.4904 | 1269050.9515 | 2388721.21 | -1119670.2586 |
Total P&L (%) | 1757.4893 | 1716.8448 | 40.6445 | 1269.051 | 2388.7212 | -1119.6703 |
Avg Daily Profit (%) | 0.7735 | 0.7556 | 0.0179 | 0.1152 | 0.1416 | 0 |
Buy And Hold Return (%) | 246.5546 | 246.5546 | 246.5546 | 246.5546 | 246.5546 | 246.5546 |
Max Trade Drawdown | -132773 | -63472 | -155607 | -3654093 | -1271608 | -2758066 |
Profit Factor | 4.1471 | 8.2406 | 1.1265 | 1.1448 | 1.6732 | 0.7854 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44 | 44.7368 | 43.2432 | 44 | 44.7368 | 43.2432 |
Ratio Avg Win / Avg Loss | 5.2781 | 10.1796 | 1.4785 | 1.457 | 2.0669 | 1.0308 |
Largest Winning Trade | 1316311 | 1316311 | 58271 | 3107210 | 3107210 | 892296 |
Largest Losing Trade | -71515 | -38575 | -71515 | -2376655 | -567262 | -2376655 |
Avg Bars in Trades | 112 | 102 | 123 | 112 | 102 | 123 |
Avg Bars in Winners | 172 | 141 | 205 | 172 | 141 | 205 |
Avg Bars in Losers | 66 | 71 | 61 | 66 | 71 | 61 |
Bars Traded | 8463 | 3899 | 4564 | 8463 | 3899 | 4564 |
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 | -43502 | 693226 | -418751 | -164875 | -2505 | -581733 |
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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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