Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448144.6123 | 1392335.0654 | 55809.5469 | 399990.1112 | 1509676.1174 | -1109686.0062 |
Total P&L (%) | 1448.1446 | 1392.3351 | 55.8095 | 399.9901 | 1509.6761 | -1109.686 |
Avg Daily Profit (%) | 0.7817 | 0.7516 | 0.0301 | 0.0869 | 0.1501 | 0 |
Buy And Hold Return (%) | 52.6151 | 52.6151 | 52.6151 | 52.6151 | 52.6151 | 52.6151 |
Max Trade Drawdown | -160963 | -154340 | -51667 | -7551931 | -5623482 | -3213573 |
Profit Factor | 3.4749 | 5.1263 | 1.2253 | 1.0248 | 1.1688 | 0.8462 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 36.9863 | 35.1351 | 38.8889 | 36.9863 | 35.1351 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.9202 | 9.464 | 1.9255 | 1.7459 | 2.1577 | 1.3297 |
Largest Winning Trade | 1373361 | 1373361 | 61308 | 4211842 | 4211842 | 1578673 |
Largest Losing Trade | -34095 | -34095 | -32080 | -1432696 | -1332152 | -1432696 |
Avg Bars in Trades | 96 | 98 | 94 | 96 | 98 | 94 |
Avg Bars in Winners | 145 | 150 | 141 | 145 | 150 | 141 |
Avg Bars in Losers | 67 | 70 | 65 | 67 | 70 | 65 |
Bars Traded | 7059 | 3647 | 3412 | 7059 | 3647 | 3412 |
Profit Streak | 0 | 0 | 74.548 | 0 | 0 | 74.548 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61682 | 535123 | -302552 | -350444 | -31925 | -582876 |
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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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