Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327670.8673 | 1337136.3133 | -9465.446 | 477081.0157 | 910635.3038 | -433554.2881 |
Total P&L (%) | 1327.6709 | 1337.1363 | -9.4654 | 477.081 | 910.6353 | -433.5543 |
Avg Daily Profit (%) | 0.7211 | 0.7262 | -0.0051 | 0.0952 | 0.1257 | 0 |
Buy And Hold Return (%) | 604.8018 | 604.8018 | 604.8018 | 604.8018 | 604.8018 | 604.8018 |
Max Trade Drawdown | -230428 | -169356 | -93914 | -3554395 | -2769014 | -914260 |
Profit Factor | 3.2977 | 4.882 | 0.9594 | 1.0831 | 1.2437 | 0.7834 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 48.6111 | 38.8889 | 58.3333 | 48.6111 | 38.8889 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.4861 | 7.6718 | 0.6853 | 1.145 | 1.9543 | 0.5596 |
Largest Winning Trade | 745944 | 745944 | 67917 | 1630932 | 1630932 | 756381 |
Largest Losing Trade | -54783 | -52686 | -54783 | -782202 | -782202 | -482232 |
Avg Bars in Trades | 142 | 193 | 92 | 142 | 193 | 92 |
Avg Bars in Winners | 154 | 237 | 99 | 154 | 237 | 99 |
Avg Bars in Losers | 131 | 165 | 81 | 131 | 165 | 81 |
Bars Traded | 10290 | 6971 | 3319 | 10290 | 6971 | 3319 |
Profit Streak | 117.4754 | 0 | 164.3087 | 117.4754 | 0 | 164.3087 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70544 | 375760 | -579120 | -444423 | -38426 | -579120 |
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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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