Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976466.1636 | 837895.5921 | 138570.5715 | 8862668.8133 | 1638867.9875 | 7223800.8259 |
Total P&L (%) | 976.4662 | 837.8956 | 138.5706 | 8862.6688 | 1638.868 | 7223.8008 |
Avg Daily Profit (%) | 0.4109 | 0.3526 | 0.0583 | 0.1894 | 0.1202 | 0.1808 |
Buy And Hold Return (%) | 328.3186 | 328.3186 | 328.3186 | 328.3186 | 328.3186 | 328.3186 |
Max Trade Drawdown | -61675 | -73444 | -118691 | -5049425 | -4348708 | -1318672 |
Profit Factor | 3.0298 | 4.0925 | 1.6595 | 1.5858 | 1.1411 | 3.0551 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 52 | 50 | 54.0541 | 52 | 50 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.7967 | 4.0925 | 1.4105 | 1.4638 | 1.1411 | 2.5968 |
Largest Winning Trade | 282650 | 282650 | 61446 | 4963702 | 3879608 | 4963702 |
Largest Losing Trade | -61675 | -29441 | -61675 | -3236530 | -3236530 | -1276199 |
Avg Bars in Trades | 123 | 127 | 118 | 123 | 127 | 118 |
Avg Bars in Winners | 155 | 162 | 149 | 155 | 162 | 149 |
Avg Bars in Losers | 88 | 93 | 83 | 88 | 93 | 83 |
Bars Traded | 9250 | 4853 | 4397 | 9250 | 4853 | 4397 |
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 | -48524 | 467101 | -278275 | -51241 | -98716 | 512686 |
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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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