Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222231.4503 | 1188122.748 | 34108.7023 | 2159464.857 | 3729160.9088 | -1569696.0519 |
Total P&L (%) | 1222.2315 | 1188.1227 | 34.1087 | 2159.4649 | 3729.1609 | -1569.6961 |
Avg Daily Profit (%) | 0.6728 | 0.654 | 0.0188 | 0.1718 | 0.2009 | 0 |
Buy And Hold Return (%) | 535.3155 | 535.3155 | 535.3155 | 535.3155 | 535.3155 | 535.3155 |
Max Trade Drawdown | -108988 | -61794 | -66093 | -6190042 | -3830793 | -3347052 |
Profit Factor | 3.2193 | 5.8802 | 1.111 | 1.1415 | 1.5393 | 0.812 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.059 | 9.2404 | 1.7459 | 1.7937 | 2.419 | 1.276 |
Largest Winning Trade | 648307 | 648307 | 77418 | 5010252 | 5010252 | 1337350 |
Largest Losing Trade | -28810 | -21945 | -28810 | -1291546 | -1172479 | -1291546 |
Avg Bars in Trades | 147 | 136 | 159 | 147 | 136 | 159 |
Avg Bars in Winners | 251 | 214 | 289 | 251 | 214 | 289 |
Avg Bars in Losers | 81 | 86 | 77 | 81 | 86 | 77 |
Bars Traded | 10646 | 4901 | 5745 | 10646 | 4901 | 5745 |
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 | -74867 | 381953 | -435181 | -146287 | 228853 | -583434 |
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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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