Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121353.7472 | 1131755.7644 | -10402.0172 | 855256.1476 | 1420419.0267 | -565162.8791 |
Total P&L (%) | 1121.3537 | 1131.7558 | -10.402 | 855.2561 | 1420.419 | -565.1629 |
Avg Daily Profit (%) | 0.6133 | 0.619 | -0.0057 | 0.1235 | 0.149 | 0 |
Buy And Hold Return (%) | 684.8897 | 684.8897 | 684.8897 | 684.8897 | 684.8897 | 684.8897 |
Max Trade Drawdown | -100200 | -77127 | -108491 | -2299304 | -1003307 | -1371566 |
Profit Factor | 2.8207 | 5.3836 | 0.9709 | 1.1469 | 1.6061 | 0.8375 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 44.3038 | 46.1538 | 42.5 | 44.3038 | 46.1538 | 42.5 |
Ratio Avg Win / Avg Loss | 3.546 | 6.2809 | 1.3136 | 1.4418 | 1.8738 | 1.1331 |
Largest Winning Trade | 729167 | 729167 | 77510 | 1269429 | 1269429 | 744784 |
Largest Losing Trade | -51578 | -29990 | -51578 | -614898 | -458319 | -614898 |
Avg Bars in Trades | 132 | 123 | 141 | 132 | 123 | 141 |
Avg Bars in Winners | 208 | 186 | 232 | 208 | 186 | 232 |
Avg Bars in Losers | 72 | 70 | 74 | 72 | 70 | 74 |
Bars Traded | 10500 | 4828 | 5672 | 10500 | 4828 | 5672 |
Profit Streak | 0 | 120.0475 | 0 | 0 | 120.0475 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25845 | 344833 | -581999 | -208532 | 70135 | -581999 |
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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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