Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203745.7595 | 1161919.6247 | 41826.1348 | 2618116.6092 | 3322288.0457 | -704171.4364 |
Total P&L (%) | 1203.7458 | 1161.9196 | 41.8261 | 2618.1166 | 3322.288 | -704.1714 |
Avg Daily Profit (%) | 0.6637 | 0.6406 | 0.0231 | 0.1822 | 0.195 | 0 |
Buy And Hold Return (%) | 526.8959 | 526.8959 | 526.8959 | 526.8959 | 526.8959 | 526.8959 |
Max Trade Drawdown | -112576 | -59801 | -60786 | -3980947 | -3133508 | -1967105 |
Profit Factor | 3.4257 | 5.9137 | 1.161 | 1.2111 | 1.5377 | 0.8868 |
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 | 5.3832 | 10.4628 | 1.6254 | 1.9032 | 2.7206 | 1.2416 |
Largest Winning Trade | 605607 | 605607 | 76172 | 4181994 | 4181994 | 1418452 |
Largest Losing Trade | -27232 | -22401 | -27232 | -1122882 | -982112 | -1122882 |
Avg Bars in Trades | 97 | 90 | 104 | 97 | 90 | 104 |
Avg Bars in Winners | 174 | 154 | 191 | 174 | 154 | 191 |
Avg Bars in Losers | 48 | 53 | 42 | 48 | 53 | 42 |
Bars Traded | 7006 | 3247 | 3759 | 7006 | 3247 | 3759 |
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 | -74537 | 336406 | -373397 | -80921 | 171944 | -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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