Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1379097.9862 | 1312834.5922 | 66263.394 | 4558905.9579 | 5004249.9248 | -445343.9669 |
Total P&L (%) | 1379.098 | 1312.8346 | 66.2634 | 4558.906 | 5004.2499 | -445.344 |
Avg Daily Profit (%) | 0.758 | 0.7215 | 0.0364 | 0.2113 | 0.2164 | 0 |
Buy And Hold Return (%) | 556.0102 | 556.0102 | 556.0102 | 556.0102 | 556.0102 | 556.0102 |
Max Trade Drawdown | -99818 | -73328 | -50115 | -6469820 | -4776084 | -3501866 |
Profit Factor | 3.6639 | 6.4439 | 1.2396 | 1.2193 | 1.5085 | 0.9593 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 42.4658 | 41.6667 | 43.2432 | 42.4658 | 41.6667 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.9639 | 9.0215 | 1.627 | 1.652 | 2.112 | 1.2591 |
Largest Winning Trade | 737747 | 737747 | 76481 | 6412619 | 6412619 | 2363624 |
Largest Losing Trade | -28058 | -26638 | -28058 | -1749091 | -1749091 | -1628149 |
Avg Bars in Trades | 97 | 91 | 102 | 97 | 91 | 102 |
Avg Bars in Winners | 160 | 144 | 176 | 160 | 144 | 176 |
Avg Bars in Losers | 50 | 53 | 46 | 50 | 53 | 46 |
Bars Traded | 7096 | 3297 | 3799 | 7096 | 3297 | 3799 |
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 | -63272 | 478787 | -311823 | -70370 | 266550 | -581733 |
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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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