Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426294.9047 | 1458020.6653 | -31725.7607 | 751252.0145 | 310297.6813 | 440954.3332 |
Total P&L (%) | 1426.2949 | 1458.0207 | -31.7258 | 751.252 | 310.2977 | 440.9543 |
Avg Daily Profit (%) | 0.6399 | 0.6541 | -0.0142 | 0.0961 | 0.0634 | 0.0758 |
Buy And Hold Return (%) | 418.2587 | 418.2587 | 418.2587 | 418.2587 | 418.2587 | 418.2587 |
Max Trade Drawdown | -138050 | -129215 | -43353 | -4917412 | -4481924 | -570035 |
Profit Factor | 3.6054 | 4.678 | 0.7899 | 1.0767 | 1.0362 | 1.3577 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 53.4247 | 58.3333 | 48.6486 | 53.4247 | 58.3333 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.1432 | 3.3414 | 0.8338 | 0.9386 | 0.7402 | 1.4331 |
Largest Winning Trade | 1181466 | 1181466 | 18847 | 4109532 | 4109532 | 430378 |
Largest Losing Trade | -51963 | -51963 | -27070 | -2264446 | -2264446 | -287382 |
Avg Bars in Trades | 51 | 98 | 5 | 51 | 98 | 5 |
Avg Bars in Winners | 35 | 61 | 6 | 35 | 61 | 6 |
Avg Bars in Losers | 68 | 149 | 4 | 68 | 149 | 4 |
Bars Traded | 3744 | 3540 | 204 | 3744 | 3540 | 204 |
Profit Streak | 0 | 326.2175 | 0 | 0 | 326.2175 | 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 | -59732 | 664706 | -581020 | -285897 | -454798 | -240488 |
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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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