Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042670.2163 | 1012415.8016 | 30254.4147 | 981030.4106 | 465032.0629 | 515998.3477 |
Total P&L (%) | 1042.6702 | 1012.4158 | 30.2544 | 981.0304 | 465.0321 | 515.9983 |
Avg Daily Profit (%) | 0.417 | 0.4049 | 0.0121 | 0.0952 | 0.0693 | 0.0727 |
Buy And Hold Return (%) | 504.1018 | 504.1018 | 504.1018 | 504.1018 | 504.1018 | 504.1018 |
Max Trade Drawdown | -140260 | -156477 | -31989 | -1738038 | -1786273 | -70950 |
Profit Factor | 3.6701 | 4.0099 | 1.5588 | 1.2479 | 1.1259 | 2.9535 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.0519 | 47.3684 | 48.7179 | 48.0519 | 47.3684 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.9676 | 4.4555 | 1.6408 | 1.3491 | 1.251 | 3.109 |
Largest Winning Trade | 810446 | 810446 | 20401 | 1120885 | 1120885 | 305456 |
Largest Losing Trade | -42242 | -42242 | -11239 | -846155 | -846155 | -70950 |
Avg Bars in Trades | 62 | 123 | 2 | 62 | 123 | 2 |
Avg Bars in Winners | 75 | 151 | 3 | 75 | 151 | 3 |
Avg Bars in Losers | 50 | 98 | 2 | 50 | 98 | 2 |
Bars Traded | 4808 | 4693 | 115 | 4808 | 4693 | 115 |
Profit Streak | 0 | 91.4303 | 0 | 0 | 91.4303 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36756 | 375007 | -339876 | -119912 | -347838 | -248405 |
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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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