Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1928415.931 | 1933048.6781 | -4632.7471 | 428207.2866 | 772791.696 | -344584.4094 |
Total P&L (%) | 1928.4159 | 1933.0487 | -4.6327 | 428.2073 | 772.7917 | -344.5844 |
Avg Daily Profit (%) | 0.9259 | 0.9282 | -0.0022 | 0.0799 | 0.1041 | 0 |
Buy And Hold Return (%) | 188.698 | 188.698 | 188.698 | 188.698 | 188.698 | 188.698 |
Max Trade Drawdown | -147660 | -74172 | -107513 | -1397753 | -540074 | -861505 |
Profit Factor | 4.4729 | 11.3345 | 0.9874 | 1.1269 | 1.6537 | 0.8428 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 34.7222 | 38.8889 | 30.5556 | 34.7222 | 38.8889 | 30.5556 |
Ratio Avg Win / Avg Loss | 8.409 | 17.8113 | 2.2441 | 2.1186 | 2.5987 | 1.9154 |
Largest Winning Trade | 1892580 | 1892580 | 56072 | 671226 | 671226 | 364762 |
Largest Losing Trade | -44136 | -23182 | -44136 | -589793 | -193592 | -589793 |
Avg Bars in Trades | 337 | 144 | 530 | 337 | 144 | 530 |
Avg Bars in Winners | 660 | 233 | 1204 | 660 | 233 | 1204 |
Avg Bars in Losers | 165 | 88 | 233 | 165 | 88 | 233 |
Bars Traded | 24313 | 5219 | 19094 | 24313 | 5219 | 19094 |
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 | -69035 | 629365 | -585564 | -260823 | -56943 | -585564 |
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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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