Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104283.5964 | 1038699.4426 | 65584.1537 | 1516379.6694 | 1673334.1251 | -156954.4557 |
Total P&L (%) | 1104.2836 | 1038.6994 | 65.5842 | 1516.3797 | 1673.3341 | -156.9545 |
Avg Daily Profit (%) | 0.5009 | 0.4712 | 0.0298 | 0.1263 | 0.1305 | 0 |
Buy And Hold Return (%) | 391.4722 | 391.4722 | 391.4722 | 391.4722 | 391.4722 | 391.4722 |
Max Trade Drawdown | -92808 | -55454 | -76476 | -2544777 | -1313770 | -2008301 |
Profit Factor | 3.1983 | 5.695 | 1.2333 | 1.2119 | 1.5267 | 0.9606 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 52.7027 | 43.2432 | 62.1622 | 52.7027 | 43.2432 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.8703 | 7.4747 | 0.7507 | 1.0876 | 2.0037 | 0.5847 |
Largest Winning Trade | 608905 | 608905 | 64103 | 1514503 | 1514503 | 909162 |
Largest Losing Trade | -75649 | -31533 | -75649 | -1997766 | -1050138 | -1997766 |
Avg Bars in Trades | 116 | 106 | 127 | 116 | 106 | 127 |
Avg Bars in Winners | 141 | 138 | 143 | 141 | 138 | 143 |
Avg Bars in Losers | 88 | 81 | 99 | 88 | 81 | 99 |
Bars Traded | 8629 | 3928 | 4701 | 8629 | 3928 | 4701 |
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 | -54975 | 454271 | -319325 | -95191 | -20383 | -579195 |
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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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