Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1661284.4641 | 1706279.4918 | -44995.0277 | 73243.835 | 1071994.9257 | -998751.0907 |
Total P&L (%) | 1661.2845 | 1706.2795 | -44.995 | 73.2438 | 1071.9949 | -998.7511 |
Avg Daily Profit (%) | 0.8988 | 0.9231 | -0.0243 | 0.0297 | 0.1333 | 0 |
Buy And Hold Return (%) | 204.5961 | 204.5961 | 204.5961 | 204.5961 | 204.5961 | 204.5961 |
Max Trade Drawdown | -225772 | -141452 | -150461 | -2156215 | -896843 | -1554613 |
Profit Factor | 3.5624 | 6.844 | 0.8737 | 1.0226 | 1.8069 | 0.4789 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 30.137 | 32.4324 | 27.7778 | 30.137 | 32.4324 | 27.7778 |
Ratio Avg Win / Avg Loss | 8.2584 | 14.2583 | 2.2717 | 2.3705 | 3.7643 | 1.2451 |
Largest Winning Trade | 1655709 | 1655709 | 74556 | 1655709 | 1655709 | 490883 |
Largest Losing Trade | -44195 | -38675 | -44195 | -617697 | -614349 | -617697 |
Avg Bars in Trades | 72 | 63 | 81 | 72 | 63 | 81 |
Avg Bars in Winners | 173 | 145 | 207 | 173 | 145 | 207 |
Avg Bars in Losers | 29 | 24 | 33 | 29 | 24 | 33 |
Bars Traded | 5313 | 2364 | 2949 | 5313 | 2364 | 2949 |
Profit Streak | 0 | 0 | 75.657 | 0 | 0 | 75.657 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64009 | 539091 | -594609 | -597526 | -19292 | -595720 |
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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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