Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1764928.3153 | 1756111.5489 | 8816.7664 | 520273.981 | 1394017.8211 | -873743.84 |
Total P&L (%) | 1764.9283 | 1756.1115 | 8.8168 | 520.274 | 1394.0178 | -873.7438 |
Avg Daily Profit (%) | 0.7603 | 0.7565 | 0.0038 | 0.0786 | 0.1165 | 0 |
Buy And Hold Return (%) | 20.7595 | 20.7595 | 20.7595 | 20.7595 | 20.7595 | 20.7595 |
Max Trade Drawdown | -139360 | -76240 | -119521 | -1812647 | -836787 | -1028208 |
Profit Factor | 4.0407 | 6.7989 | 1.0318 | 1.0947 | 1.5256 | 0.6927 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 34.2466 | 32.4324 | 36.1111 | 34.2466 | 32.4324 | 36.1111 |
Ratio Avg Win / Avg Loss | 7.7582 | 14.1644 | 1.8254 | 2.1018 | 3.1784 | 1.2255 |
Largest Winning Trade | 1667452 | 1667452 | 92073 | 1487595 | 1487595 | 542447 |
Largest Losing Trade | -43211 | -43211 | -34673 | -546732 | -445115 | -546732 |
Avg Bars in Trades | 58 | 43 | 74 | 58 | 43 | 74 |
Avg Bars in Winners | 128 | 101 | 153 | 128 | 101 | 153 |
Avg Bars in Losers | 21 | 14 | 29 | 21 | 14 | 29 |
Bars Traded | 4259 | 1591 | 2668 | 4259 | 1591 | 2668 |
Profit Streak | 0 | 0 | 25.5507 | 0 | 0 | 25.5507 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62486 | 521845 | -542859 | -285201 | -41246 | -583972 |
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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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