Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009351.1027 | 884501.9942 | 124849.1085 | 8308454.3091 | 5139613.2952 | 3168841.0139 |
Total P&L (%) | 1009.3511 | 884.502 | 124.8491 | 8308.4543 | 5139.6133 | 3168.841 |
Avg Daily Profit (%) | 0.5466 | 0.479 | 0.0676 | 0.2403 | 0.2146 | 0.189 |
Buy And Hold Return (%) | 148.8584 | 148.8584 | 148.8584 | 148.8584 | 148.8584 | 148.8584 |
Max Trade Drawdown | -67276 | -53261 | -54042 | -8174129 | -7815650 | -5903828 |
Profit Factor | 2.9763 | 5.0981 | 1.4234 | 1.2766 | 1.3225 | 1.2247 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.8571 | 46.1538 | 39.4737 | 42.8571 | 46.1538 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.9684 | 5.9478 | 2.1825 | 1.7021 | 1.543 | 1.8779 |
Largest Winning Trade | 422123 | 422123 | 80379 | 7159434 | 7159434 | 6255554 |
Largest Losing Trade | -40352 | -25919 | -40352 | -2894337 | -2894337 | -2250771 |
Avg Bars in Trades | 140 | 131 | 149 | 140 | 131 | 149 |
Avg Bars in Winners | 242 | 208 | 282 | 242 | 208 | 282 |
Avg Bars in Losers | 64 | 66 | 62 | 64 | 66 | 62 |
Bars Traded | 10812 | 5146 | 5667 | 10812 | 5146 | 5667 |
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 | -32516 | 579919 | -270563 | -39621 | 288732 | 165531 |
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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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