Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2033529.8432 | 2039738.9369 | -6209.0937 | 517672.1447 | 1222991.019 | -705318.8743 |
Total P&L (%) | 2033.5298 | 2039.7389 | -6.2091 | 517.6721 | 1222.991 | -705.3189 |
Avg Daily Profit (%) | 1.0864 | 1.0898 | -0.0033 | 0.0973 | 0.1381 | 0 |
Buy And Hold Return (%) | 474.4486 | 474.4486 | 474.4486 | 474.4486 | 474.4486 | 474.4486 |
Max Trade Drawdown | -122741 | -132917 | -145741 | -1866745 | -1397326 | -2070248 |
Profit Factor | 3.7747 | 6.2363 | 0.9819 | 1.0761 | 1.3432 | 0.7822 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
Ratio Avg Win / Avg Loss | 4.7183 | 9.7999 | 0.9819 | 1.3451 | 2.1107 | 0.7822 |
Largest Winning Trade | 1619073 | 1619073 | 52284 | 1305606 | 1305606 | 485340 |
Largest Losing Trade | -65805 | -40816 | -65805 | -1380461 | -679470 | -1380461 |
Avg Bars in Trades | 99 | 112 | 86 | 99 | 112 | 86 |
Avg Bars in Winners | 142 | 170 | 120 | 142 | 170 | 120 |
Avg Bars in Losers | 65 | 75 | 53 | 65 | 75 | 53 |
Bars Traded | 7175 | 4044 | 3131 | 7175 | 4044 | 3131 |
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 | -67595 | 563989 | -580780 | -422814 | -14651 | -580780 |
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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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