Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1258100.4217 | 1237106.9889 | 20993.4327 | 1830927.1383 | 3710238.3584 | -1879311.2201 |
Total P&L (%) | 1258.1004 | 1237.107 | 20.9934 | 1830.9271 | 3710.2384 | -1879.3112 |
Avg Daily Profit (%) | 0.6921 | 0.6806 | 0.0115 | 0.163 | 0.2005 | 0 |
Buy And Hold Return (%) | 614.2857 | 614.2857 | 614.2857 | 614.2857 | 614.2857 | 614.2857 |
Max Trade Drawdown | -130712 | -74755 | -70390 | -5378287 | -3530098 | -2735862 |
Profit Factor | 3.3653 | 6.2383 | 1.071 | 1.1434 | 1.6518 | 0.7345 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 42.2535 | 48.5714 | 36.1111 | 42.2535 | 48.5714 | 36.1111 |
Ratio Avg Win / Avg Loss | 4.5992 | 6.6052 | 1.8948 | 1.5626 | 1.749 | 1.2994 |
Largest Winning Trade | 677399 | 677399 | 77529 | 4303693 | 4303693 | 1092233 |
Largest Losing Trade | -31711 | -23003 | -31711 | -1054235 | -1028761 | -1054235 |
Avg Bars in Trades | 99 | 93 | 105 | 99 | 93 | 105 |
Avg Bars in Winners | 161 | 132 | 199 | 161 | 132 | 199 |
Avg Bars in Losers | 54 | 56 | 53 | 54 | 56 | 53 |
Bars Traded | 7077 | 3268 | 3809 | 7077 | 3268 | 3809 |
Profit Streak | 0 | 107.9841 | 0 | 0 | 107.9841 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82179 | 513716 | -489919 | -151391 | 393215 | -584514 |
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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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