Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1764289.5458 | 1669381.5659 | 94907.9799 | 6063946.748 | 6391106.5545 | -327159.8065 |
Total P&L (%) | 1764.2895 | 1669.3816 | 94.908 | 6063.9467 | 6391.1066 | -327.1598 |
Avg Daily Profit (%) | 0.7462 | 0.7061 | 0.0401 | 0.1745 | 0.1767 | 0 |
Buy And Hold Return (%) | 477.4695 | 477.4695 | 477.4695 | 477.4695 | 477.4695 | 477.4695 |
Max Trade Drawdown | -157411 | -145012 | -50195 | -8552609 | -5991383 | -4445699 |
Profit Factor | 4.3398 | 6.8115 | 1.3938 | 1.2239 | 1.4489 | 0.9745 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 38.8889 | 36.1111 | 41.6667 | 38.8889 | 36.1111 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.8197 | 12.0511 | 1.9513 | 1.9232 | 2.5635 | 1.3644 |
Largest Winning Trade | 1267431 | 1267431 | 61491 | 9240526 | 9240526 | 3886571 |
Largest Losing Trade | -40164 | -40164 | -34351 | -3057960 | -2489365 | -3057960 |
Avg Bars in Trades | 190 | 198 | 181 | 190 | 198 | 181 |
Avg Bars in Winners | 308 | 342 | 278 | 308 | 342 | 278 |
Avg Bars in Losers | 114 | 116 | 112 | 114 | 116 | 112 |
Bars Traded | 13686 | 7135 | 6551 | 13686 | 7135 | 6551 |
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 | -70574 | 461452 | -306536 | -79549 | 163443 | -582354 |
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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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