Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966406.6444 | 850793.5211 | 115613.1232 | 5396323.6443 | 7469465.0452 | -2073141.4009 |
Total P&L (%) | 966.4066 | 850.7935 | 115.6131 | 5396.3236 | 7469.465 | -2073.1414 |
Avg Daily Profit (%) | 0.5343 | 0.4704 | 0.0639 | 0.2218 | 0.2395 | 0 |
Buy And Hold Return (%) | 167.2568 | 167.2568 | 167.2568 | 167.2568 | 167.2568 | 167.2568 |
Max Trade Drawdown | -122433 | -66868 | -70005 | -10815136 | -6114584 | -5756567 |
Profit Factor | 3.3984 | 5.9038 | 1.5039 | 1.3336 | 2.053 | 0.7718 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 47.9452 | 50 | 45.9459 | 47.9452 | 50 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.6897 | 5.9038 | 1.7693 | 1.4479 | 2.053 | 0.908 |
Largest Winning Trade | 384133 | 384133 | 72489 | 7584636 | 7584636 | 2015109 |
Largest Losing Trade | -38257 | -38257 | -27802 | -2669263 | -2412668 | -2669263 |
Avg Bars in Trades | 70 | 63 | 78 | 70 | 63 | 78 |
Avg Bars in Winners | 110 | 96 | 125 | 110 | 96 | 125 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 5182 | 2280 | 2902 | 5182 | 2280 | 2902 |
Profit Streak | 0 | 117.9684 | 0 | 0 | 117.9684 | 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 | -60497 | 665537 | -272484 | -68563 | 476426 | -582349 |
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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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