Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069527.014 | 1104201.8865 | -34674.8725 | 169434.7889 | -70827.7659 | 240262.5548 |
Total P&L (%) | 1069.527 | 1104.2019 | -34.6749 | 169.4348 | -70.8278 | 240.2626 |
Avg Daily Profit (%) | 0.5845 | 0.6035 | -0.019 | 0.0542 | -0.0673 | 0.067 |
Buy And Hold Return (%) | 723.5199 | 723.5199 | 723.5199 | 723.5199 | 723.5199 | 723.5199 |
Max Trade Drawdown | -272660 | -181481 | -113960 | -2145111 | -1941010 | -390409 |
Profit Factor | 3.2928 | 4.9738 | 0.8162 | 1.0516 | 0.9729 | 1.3577 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 54.9296 | 51.4286 | 58.3333 | 54.9296 | 51.4286 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.7018 | 4.6975 | 0.583 | 0.8628 | 0.9189 | 0.9698 |
Largest Winning Trade | 664182 | 664182 | 32625 | 1455645 | 1455645 | 257627 |
Largest Losing Trade | -64847 | -64847 | -49096 | -1424354 | -1424354 | -202986 |
Avg Bars in Trades | 67 | 113 | 23 | 67 | 113 | 23 |
Avg Bars in Winners | 63 | 114 | 18 | 63 | 114 | 18 |
Avg Bars in Losers | 73 | 112 | 30 | 73 | 112 | 30 |
Bars Traded | 4822 | 3970 | 852 | 4822 | 3970 | 852 |
Profit Streak | 0 | 160.9642 | 0 | 0 | 160.9642 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89737 | 358837 | -579422 | -542163 | -580024 | -269191 |
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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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