Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830919.5419 | 746466.7556 | 84452.7863 | 511955.359 | 498310.2096 | 13645.1493 |
Total P&L (%) | 830.9195 | 746.4668 | 84.4528 | 511.9554 | 498.3102 | 13.6451 |
Avg Daily Profit (%) | 0.4497 | 0.404 | 0.0457 | 0.0981 | 0.0969 | 0.0069 |
Buy And Hold Return (%) | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 |
Max Trade Drawdown | -104705 | -127192 | -59473 | -3042430 | -2730605 | -1198843 |
Profit Factor | 2.3889 | 3.8692 | 1.2498 | 1.0637 | 1.1265 | 1.0033 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 49.3151 | 45.9459 | 52.7778 | 49.3151 | 45.9459 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.4553 | 4.5521 | 1.1182 | 1.0932 | 1.3253 | 0.8977 |
Largest Winning Trade | 550659 | 550659 | 60566 | 1444619 | 1444619 | 658697 |
Largest Losing Trade | -56078 | -41622 | -56078 | -1460057 | -1460057 | -1198843 |
Avg Bars in Trades | 93 | 72 | 115 | 93 | 72 | 115 |
Avg Bars in Winners | 114 | 78 | 147 | 114 | 78 | 147 |
Avg Bars in Losers | 72 | 66 | 79 | 72 | 66 | 79 |
Bars Traded | 6818 | 2672 | 4146 | 6818 | 2672 | 4146 |
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 | -61821 | 546330 | -268450 | -288865 | -146959 | -567527 |
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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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