Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296026.0026 | 1287804.0985 | 8221.904 | 564322.0872 | 492258.7671 | 72063.3201 |
Total P&L (%) | 1296.026 | 1287.8041 | 8.2219 | 564.3221 | 492.2588 | 72.0633 |
Avg Daily Profit (%) | 0.7147 | 0.7102 | 0.0045 | 0.1045 | 0.0981 | 0.0299 |
Buy And Hold Return (%) | 503.9535 | 503.9535 | 503.9535 | 503.9535 | 503.9535 | 503.9535 |
Max Trade Drawdown | -153297 | -166047 | -35593 | -2681694 | -2776629 | -328565 |
Profit Factor | 3.5898 | 4.1807 | 1.086 | 1.0848 | 1.0885 | 1.0662 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 42.4658 | 33.3333 | 51.3514 | 42.4658 | 33.3333 | 51.3514 |
Ratio Avg Win / Avg Loss | 4.8636 | 8.3614 | 1.0289 | 1.4698 | 2.177 | 1.0101 |
Largest Winning Trade | 782152 | 782152 | 18801 | 2750796 | 2750796 | 251342 |
Largest Losing Trade | -46562 | -46562 | -15052 | -911829 | -911829 | -182937 |
Avg Bars in Trades | 68 | 131 | 6 | 68 | 131 | 6 |
Avg Bars in Winners | 93 | 232 | 5 | 93 | 232 | 5 |
Avg Bars in Losers | 49 | 81 | 6 | 49 | 81 | 6 |
Bars Traded | 4974 | 4751 | 223 | 4974 | 4751 | 223 |
Profit Streak | 0 | 154.3227 | 0 | 0 | 154.3227 | 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 | -63501 | 366412 | -477959 | -388012 | -355724 | -465937 |
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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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