Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984671.571 | 958760.9005 | 25910.6705 | 623220.2704 | -470687.0725 | 1093907.3429 |
Total P&L (%) | 984.6716 | 958.7609 | 25.9107 | 623.2203 | -470.6871 | 1093.9073 |
Avg Daily Profit (%) | 0.5209 | 0.5072 | 0.0137 | 0.1047 | 0 | 0.1313 |
Buy And Hold Return (%) | 271.7172 | 271.7172 | 271.7172 | 271.7172 | 271.7172 | 271.7172 |
Max Trade Drawdown | -137299 | -160522 | -22427 | -5961543 | -6449418 | -252759 |
Profit Factor | 3.1982 | 3.3853 | 1.5634 | 1.0603 | 0.9525 | 3.5714 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 52.0548 | 47.2222 | 56.7568 | 52.0548 | 47.2222 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.9457 | 3.7836 | 1.1911 | 0.9766 | 1.0646 | 2.7211 |
Largest Winning Trade | 451994 | 451994 | 9859 | 5095046 | 5095046 | 462481 |
Largest Losing Trade | -55727 | -55727 | -11374 | -2940586 | -2940586 | -125154 |
Avg Bars in Trades | 93 | 187 | 3 | 93 | 187 | 3 |
Avg Bars in Winners | 107 | 236 | 3 | 107 | 236 | 3 |
Avg Bars in Losers | 79 | 143 | 2 | 79 | 143 | 2 |
Bars Traded | 6860 | 6742 | 118 | 6860 | 6742 | 118 |
Profit Streak | 0 | 222.6222 | 0 | 0 | 222.6222 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61674 | 517949 | -337454 | -289581 | -579219 | -11647 |
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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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