Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1440644.7731 | 1398266.2113 | 42378.5618 | 148701.4204 | 3511283.9176 | -3362582.4972 |
Total P&L (%) | 1440.6448 | 1398.2662 | 42.3786 | 148.7014 | 3511.2839 | -3362.5825 |
Avg Daily Profit (%) | 0.8027 | 0.7791 | 0.0236 | 0.0508 | 0.2001 | 0 |
Buy And Hold Return (%) | 278.465 | 278.465 | 278.465 | 278.465 | 278.465 | 278.465 |
Max Trade Drawdown | -110792 | -90764 | -162516 | -3650341 | -510246 | -3810399 |
Profit Factor | 3.8007 | 7.6579 | 1.1392 | 1.0268 | 4.652 | 0.2668 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.1538 | 43.5897 | 48.7179 | 46.1538 | 43.5897 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.4342 | 9.9102 | 1.1992 | 1.1979 | 6.0202 | 0.2808 |
Largest Winning Trade | 832889 | 832889 | 65324 | 3323944 | 3323944 | 297999 |
Largest Losing Trade | -94521 | -25340 | -94521 | -3650341 | -98911 | -3650341 |
Avg Bars in Trades | 66 | 46 | 86 | 66 | 46 | 86 |
Avg Bars in Winners | 98 | 74 | 118 | 98 | 74 | 118 |
Avg Bars in Losers | 39 | 24 | 55 | 39 | 24 | 55 |
Bars Traded | 5176 | 1806 | 3370 | 5176 | 1806 | 3370 |
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 | -21407 | 638078 | -394944 | -522193 | 471803 | -581255 |
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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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