Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528765.2741 | 1659084.1647 | -130318.8906 | -207522.2796 | -427483.0455 | 219960.7658 |
Total P&L (%) | 1528.7653 | 1659.0842 | -130.3189 | -207.5223 | -427.483 | 219.9608 |
Avg Daily Profit (%) | 0.6455 | 0.7005 | -0.055 | 0 | 0 | 0.0491 |
Buy And Hold Return (%) | 628.8601 | 628.8601 | 628.8601 | 628.8601 | 628.8601 | 628.8601 |
Max Trade Drawdown | -213484 | -173100 | -233137 | -1253556 | -1133403 | -125725 |
Profit Factor | 2.9449 | 5.7331 | 0.7008 | 0.8801 | 0.6708 | 1.5094 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 15 | 16 | 36 | 17 | 19 |
Losing Trades | 44 | 23 | 21 | 39 | 21 | 18 |
Profitability (%) | 41.3333 | 39.4737 | 43.2432 | 48 | 44.7368 | 51.3514 |
Ratio Avg Win / Avg Loss | 4.1798 | 8.7908 | 0.9198 | 0.9534 | 0.8286 | 1.43 |
Largest Winning Trade | 1562261 | 1562261 | 62612 | 526622 | 526622 | 356160 |
Largest Losing Trade | -136854 | -48734 | -136854 | -1024526 | -1024526 | -66721 |
Avg Bars in Trades | 185 | 164 | 206 | 185 | 164 | 206 |
Avg Bars in Winners | 252 | 237 | 266 | 135 | 106 | 161 |
Avg Bars in Losers | 137 | 116 | 160 | 230 | 211 | 252 |
Bars Traded | 13878 | 6251 | 7626 | 13878 | 6251 | 7626 |
Profit Streak | 0 | 0 | 0 | 44.9983 | 54.3317 | 44.9983 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51194 | 472850 | -583400 | -641413 | -581827 | -290996 |
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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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