Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306781.8059 | 1304593.0325 | 2188.7734 | 664987.8005 | 738523.6118 | -73535.8113 |
Total P&L (%) | 1306.7818 | 1304.593 | 2.1888 | 664.9878 | 738.5236 | -73.5358 |
Avg Daily Profit (%) | 0.7163 | 0.7151 | 0.0012 | 0.1116 | 0.1166 | -0.0728 |
Buy And Hold Return (%) | 823.4044 | 823.4044 | 823.4044 | 823.4044 | 823.4044 | 823.4044 |
Max Trade Drawdown | -124292 | -130614 | -100624 | -1453351 | -1525365 | -1145252 |
Profit Factor | 3.1782 | 4.9063 | 1.0082 | 1.1115 | 1.2049 | 0.9689 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 43.0556 | 44.4444 | 41.6667 | 43.0556 | 44.4444 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.2034 | 6.1329 | 1.4115 | 1.47 | 1.5061 | 1.3564 |
Largest Winning Trade | 1021747 | 1021747 | 51135 | 1021747 | 1021747 | 573613 |
Largest Losing Trade | -61300 | -49008 | -61300 | -779544 | -699159 | -779544 |
Avg Bars in Trades | 71 | 98 | 43 | 71 | 98 | 43 |
Avg Bars in Winners | 74 | 103 | 43 | 74 | 103 | 43 |
Avg Bars in Losers | 69 | 95 | 44 | 69 | 95 | 44 |
Bars Traded | 5140 | 3562 | 1578 | 5140 | 3562 | 1578 |
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 | -77595 | 300397 | -571702 | -393760 | -204209 | -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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