Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1802054.1968 | 1748865.9078 | 53188.289 | 590788.9565 | 152475.1427 | 438313.8137 |
Total P&L (%) | 1802.0542 | 1748.8659 | 53.1883 | 590.789 | 152.4751 | 438.3138 |
Avg Daily Profit (%) | 0.9689 | 0.9403 | 0.0286 | 0.104 | 0.0498 | 0.0905 |
Buy And Hold Return (%) | 67.9326 | 67.9326 | 67.9326 | 67.9326 | 67.9326 | 67.9326 |
Max Trade Drawdown | -172347 | -138804 | -69787 | -2280737 | -1982699 | -908852 |
Profit Factor | 4.7972 | 7.9383 | 1.239 | 1.1012 | 1.0474 | 1.1673 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 45.4545 | 38.4615 | 52.6316 | 45.4545 | 38.4615 | 52.6316 |
Ratio Avg Win / Avg Loss | 5.7566 | 12.7014 | 1.1151 | 1.3215 | 1.6758 | 1.0506 |
Largest Winning Trade | 1726210 | 1726210 | 65246 | 1606470 | 1606470 | 1055478 |
Largest Losing Trade | -43050 | -36509 | -43050 | -601139 | -528149 | -601139 |
Avg Bars in Trades | 137 | 138 | 136 | 137 | 138 | 136 |
Avg Bars in Winners | 196 | 200 | 193 | 196 | 200 | 193 |
Avg Bars in Losers | 88 | 100 | 73 | 88 | 100 | 73 |
Bars Traded | 10598 | 5415 | 5183 | 10598 | 5415 | 5183 |
Profit Streak | 0 | 0 | 328.8087 | 0 | 0 | 328.8087 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27086 | 624581 | -319002 | -211000 | -303405 | -107175 |
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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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