Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591797.5937 | 1552467.4745 | 39330.1192 | 424692.3484 | 697429.8916 | -272737.5432 |
Total P&L (%) | 1591.7976 | 1552.4675 | 39.3301 | 424.6923 | 697.4299 | -272.7375 |
Avg Daily Profit (%) | 0.8589 | 0.8377 | 0.0212 | 0.0895 | 0.1121 | 0 |
Buy And Hold Return (%) | 63.7339 | 63.7339 | 63.7339 | 63.7339 | 63.7339 | 63.7339 |
Max Trade Drawdown | -107790 | -77143 | -79876 | -890575 | -509114 | -707329 |
Profit Factor | 3.7212 | 6.6715 | 1.1264 | 1.1295 | 1.4735 | 0.8489 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 38.961 | 38.4615 | 39.4737 | 38.961 | 38.4615 | 39.4737 |
Ratio Avg Win / Avg Loss | 5.8299 | 10.6744 | 1.7271 | 1.7696 | 2.3577 | 1.3017 |
Largest Winning Trade | 1521955 | 1521955 | 68648 | 1077171 | 1077171 | 329485 |
Largest Losing Trade | -30989 | -30390 | -30989 | -312448 | -203508 | -312448 |
Avg Bars in Trades | 69 | 62 | 77 | 69 | 62 | 77 |
Avg Bars in Winners | 121 | 108 | 134 | 121 | 108 | 134 |
Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
Bars Traded | 5379 | 2418 | 2961 | 5379 | 2418 | 2961 |
Profit Streak | 0 | 0 | 42.4266 | 0 | 0 | 42.4266 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30496 | 621373 | -414227 | -201205 | -45148 | -582640 |
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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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