Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925841.7185 | 855111.1209 | 70730.5976 | 2244881.1429 | 978455.1539 | 1266425.989 |
Total P&L (%) | 925.8417 | 855.1111 | 70.7306 | 2244.8811 | 978.4552 | 1266.426 |
Avg Daily Profit (%) | 0.4988 | 0.4607 | 0.0381 | 0.1701 | 0.1282 | 0.141 |
Buy And Hold Return (%) | 110.9966 | 110.9966 | 110.9966 | 110.9966 | 110.9966 | 110.9966 |
Max Trade Drawdown | -117424 | -54699 | -81014 | -4174858 | -2336681 | -2212600 |
Profit Factor | 2.7257 | 4.533 | 1.2402 | 1.2429 | 1.1987 | 1.2934 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 39.726 | 43.2432 | 36.1111 | 39.726 | 43.2432 | 36.1111 |
Ratio Avg Win / Avg Loss | 4.1356 | 5.9496 | 2.1942 | 1.8858 | 1.5732 | 2.2884 |
Largest Winning Trade | 467881 | 467881 | 75005 | 1676187 | 1676187 | 1078135 |
Largest Losing Trade | -38675 | -38675 | -38152 | -1733815 | -1733815 | -1338590 |
Avg Bars in Trades | 73 | 59 | 89 | 73 | 59 | 89 |
Avg Bars in Winners | 142 | 98 | 197 | 142 | 98 | 197 |
Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
Bars Traded | 5393 | 2183 | 3210 | 5393 | 2183 | 3210 |
Profit Streak | 0 | 0 | 148.3128 | 0 | 0 | 148.3128 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64480 | 543475 | -311383 | -71644 | -24947 | -7699 |
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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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