Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943961.5569 | 1020704.0722 | -76742.5153 | -43410.9116 | 880646.4072 | -924057.3189 |
Total P&L (%) | 943.9616 | 1020.7041 | -76.7425 | -43.4109 | 880.6464 | -924.0573 |
Avg Daily Profit (%) | 0.503 | 0.5439 | -0.0409 | -0.0303 | 0.1217 | 0 |
Buy And Hold Return (%) | 227.1765 | 227.1765 | 227.1765 | 227.1765 | 227.1765 | 227.1765 |
Max Trade Drawdown | -312621 | -169246 | -179646 | -8294049 | -4750798 | -4819196 |
Profit Factor | 2.4402 | 4.5788 | 0.7927 | 0.997 | 1.1399 | 0.8845 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 44.5946 | 40.5405 | 48.6486 | 44.5946 | 40.5405 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.0317 | 6.7155 | 0.8368 | 1.2387 | 1.6719 | 0.9336 |
Largest Winning Trade | 857160 | 857160 | 60874 | 3656864 | 3656864 | 2916040 |
Largest Losing Trade | -77804 | -32339 | -77804 | -3788327 | -1157008 | -3788327 |
Avg Bars in Trades | 72 | 61 | 84 | 72 | 61 | 84 |
Avg Bars in Winners | 76 | 60 | 91 | 76 | 60 | 91 |
Avg Bars in Losers | 69 | 62 | 77 | 69 | 62 | 77 |
Bars Traded | 5394 | 2280 | 3114 | 5394 | 2280 | 3114 |
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 | -57686 | 468209 | -581298 | -649991 | -101571 | -581298 |
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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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