Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187327.395 | 1104819.0106 | 82508.3844 | 2113215.6364 | 830785.362 | 1282430.2743 |
Total P&L (%) | 1187.3274 | 1104.819 | 82.5084 | 2113.2156 | 830.7854 | 1282.4303 |
Avg Daily Profit (%) | 0.6397 | 0.5953 | 0.0445 | 0.167 | 0.1203 | 0.1416 |
Buy And Hold Return (%) | 206.0498 | 206.0498 | 206.0498 | 206.0498 | 206.0498 | 206.0498 |
Max Trade Drawdown | -96895 | -56364 | -111218 | -2093613 | -1762399 | -1145266 |
Profit Factor | 2.9538 | 4.8682 | 1.2562 | 1.326 | 1.2259 | 1.4573 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.9538 | 5.4091 | 1.1305 | 1.326 | 1.3621 | 1.3116 |
Largest Winning Trade | 797531 | 797531 | 72744 | 1300290 | 819075 | 1300290 |
Largest Losing Trade | -47557 | -32739 | -47557 | -865749 | -865749 | -456174 |
Avg Bars in Trades | 144 | 159 | 128 | 144 | 159 | 128 |
Avg Bars in Winners | 218 | 254 | 185 | 218 | 254 | 185 |
Avg Bars in Losers | 70 | 74 | 65 | 70 | 74 | 65 |
Bars Traded | 10960 | 6066 | 4894 | 10960 | 6066 | 4894 |
Profit Streak | 0 | 0 | 51.6757 | 0 | 0 | 51.6757 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37165 | 612431 | -298576 | -45778 | -35603 | -2130 |
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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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