Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361204.8484 | 1260262.8864 | 100941.962 | 6107285.6095 | 7012942.866 | -905657.2565 |
Total P&L (%) | 1361.2048 | 1260.2629 | 100.942 | 6107.2856 | 7012.9429 | -905.6573 |
Avg Daily Profit (%) | 0.6216 | 0.5755 | 0.0461 | 0.1887 | 0.1949 | 0 |
Buy And Hold Return (%) | 456.4041 | 456.4041 | 456.4041 | 456.4041 | 456.4041 | 456.4041 |
Max Trade Drawdown | -83589 | -61428 | -48103 | -2822420 | -2027747 | -1544404 |
Profit Factor | 3.9707 | 5.1124 | 1.6652 | 1.5217 | 1.9328 | 0.7838 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 39.4366 | 36.1111 | 42.8571 | 39.4366 | 36.1111 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.0979 | 9.045 | 2.2202 | 2.3369 | 3.4195 | 1.045 |
Largest Winning Trade | 729104 | 729104 | 67071 | 5823232 | 5823232 | 612902 |
Largest Losing Trade | -47416 | -47416 | -34241 | -1712124 | -1712124 | -1520071 |
Avg Bars in Trades | 90 | 104 | 76 | 90 | 104 | 76 |
Avg Bars in Winners | 164 | 206 | 127 | 164 | 206 | 127 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 6431 | 3769 | 2662 | 6431 | 3769 | 2662 |
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 | -79830 | 374339 | -296752 | -84894 | 225418 | -581898 |
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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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