Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1376130.8304 | 1336966.0838 | 39164.7466 | 2549932.9544 | 4339932.732 | -1789999.7776 |
Total P&L (%) | 1376.1308 | 1336.9661 | 39.1647 | 2549.933 | 4339.9327 | -1789.9998 |
Avg Daily Profit (%) | 0.7581 | 0.7365 | 0.0216 | 0.1807 | 0.2092 | 0 |
Buy And Hold Return (%) | 591.8935 | 591.8935 | 591.8935 | 591.8935 | 591.8935 | 591.8935 |
Max Trade Drawdown | -121483 | -72020 | -62830 | -8129652 | -5432719 | -4160258 |
Profit Factor | 3.4668 | 6.0815 | 1.1329 | 1.1304 | 1.4637 | 0.8245 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 40.2778 | 38.8889 | 41.6667 | 40.2778 | 38.8889 | 41.6667 |
Ratio Avg Win / Avg Loss | 5.1405 | 9.5567 | 1.586 | 1.6761 | 2.3 | 1.1542 |
Largest Winning Trade | 746501 | 746501 | 77441 | 6574485 | 6574485 | 1871543 |
Largest Losing Trade | -39257 | -30383 | -39257 | -1633963 | -1633963 | -1562135 |
Avg Bars in Trades | 96 | 86 | 105 | 96 | 86 | 105 |
Avg Bars in Winners | 165 | 148 | 181 | 165 | 148 | 181 |
Avg Bars in Losers | 49 | 47 | 50 | 49 | 47 | 50 |
Bars Traded | 6914 | 3124 | 3790 | 6914 | 3124 | 3790 |
Profit Streak | 0 | 108.7894 | 0 | 0 | 108.7894 | 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 | -72842 | 440170 | -406316 | -157624 | 235808 | -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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