Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366825.884 | 1339671.4261 | 27154.4579 | -14084.0088 | -502168.8592 | 488084.8504 |
Total P&L (%) | 1366.8259 | 1339.6714 | 27.1545 | -14.084 | -502.1689 | 488.0849 |
Avg Daily Profit (%) | 0.7657 | 0.7504 | 0.0152 | -0.0085 | 0 | 0.0993 |
Buy And Hold Return (%) | 374.8308 | 374.8308 | 374.8308 | 374.8308 | 374.8308 | 374.8308 |
Max Trade Drawdown | -285566 | -258870 | -77586 | -4104460 | -3736823 | -1459921 |
Profit Factor | 3.3902 | 4.615 | 1.1349 | 0.9978 | 0.8724 | 1.2073 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 34.2857 | 52.7778 | 43.662 | 34.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.3745 | 8.8454 | 1.0155 | 1.2874 | 1.6721 | 1.0802 |
Largest Winning Trade | 1527960 | 1527960 | 34812 | 1787645 | 1787645 | 1081078 |
Largest Losing Trade | -40910 | -40910 | -32894 | -1348525 | -850110 | -1348525 |
Avg Bars in Trades | 126 | 199 | 55 | 126 | 199 | 55 |
Avg Bars in Winners | 155 | 305 | 60 | 155 | 305 | 60 |
Avg Bars in Losers | 104 | 144 | 49 | 104 | 144 | 49 |
Bars Traded | 8983 | 6993 | 1990 | 8983 | 6993 | 1990 |
Profit Streak | 0 | 109.694 | 0 | 0 | 109.694 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76923 | 435442 | -410052 | -672853 | -583558 | -132314 |
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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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