Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014075.857 | 864204.7931 | 149871.0639 | 10837975.9694 | 11544811.6202 | -706835.6508 |
Total P&L (%) | 1014.0759 | 864.2048 | 149.8711 | 10837.976 | 11544.8116 | -706.8357 |
Avg Daily Profit (%) | 0.5593 | 0.4766 | 0.0827 | 0.2593 | 0.2627 | 0 |
Buy And Hold Return (%) | 174.1952 | 174.1952 | 174.1952 | 174.1952 | 174.1952 | 174.1952 |
Max Trade Drawdown | -106759 | -29198 | -77561 | -3464888 | -3288399 | -6023632 |
Profit Factor | 4.3129 | 10.1235 | 1.709 | 1.5567 | 2.8962 | 0.9472 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 46.5753 | 44.4444 | 48.6486 | 46.5753 | 44.4444 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.9471 | 12.6543 | 1.804 | 1.7856 | 3.6202 | 0.9998 |
Largest Winning Trade | 447108 | 447108 | 71432 | 6129204 | 6129204 | 4231272 |
Largest Losing Trade | -30763 | -22363 | -30763 | -3256011 | -2410113 | -3256011 |
Avg Bars in Trades | 142 | 126 | 157 | 142 | 126 | 157 |
Avg Bars in Winners | 232 | 193 | 267 | 232 | 193 | 267 |
Avg Bars in Losers | 62 | 71 | 53 | 62 | 71 | 53 |
Bars Traded | 10373 | 4536 | 5836 | 10373 | 4536 | 5836 |
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 | -59995 | 554394 | -245656 | -66301 | 429872 | -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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