Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273678.9646 | 1224853.8058 | 48825.1588 | 1678948.2257 | 2310601.3043 | -631653.0786 |
Total P&L (%) | 1273.679 | 1224.8538 | 48.8252 | 1678.9482 | 2310.6013 | -631.6531 |
Avg Daily Profit (%) | 0.7013 | 0.6744 | 0.0269 | 0.1586 | 0.1754 | 0 |
Buy And Hold Return (%) | 617.4543 | 617.4543 | 617.4543 | 617.4543 | 617.4543 | 617.4543 |
Max Trade Drawdown | -83715 | -68964 | -107644 | -2610532 | -1558529 | -1737442 |
Profit Factor | 3.1969 | 6.026 | 1.1453 | 1.1903 | 1.6356 | 0.8782 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 44.4444 | 42.5 | 46.3415 | 44.4444 | 42.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.9962 | 8.1528 | 1.3261 | 1.4879 | 2.2129 | 1.0169 |
Largest Winning Trade | 751330 | 751330 | 75702 | 1827814 | 1827814 | 930382 |
Largest Losing Trade | -75946 | -36977 | -75946 | -794779 | -555928 | -794779 |
Avg Bars in Trades | 132 | 123 | 141 | 132 | 123 | 141 |
Avg Bars in Winners | 205 | 183 | 226 | 205 | 183 | 226 |
Avg Bars in Losers | 73 | 79 | 67 | 73 | 79 | 67 |
Bars Traded | 10722 | 4936 | 5786 | 10722 | 4936 | 5786 |
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 | -6475 | 386457 | -384830 | -25282 | 201040 | -580498 |
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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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