Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241449.5325 | 1164828.7409 | 76620.7916 | 1524749.7438 | 3127131.9898 | -1602382.246 |
Total P&L (%) | 1241.4495 | 1164.8287 | 76.6208 | 1524.7497 | 3127.132 | -1602.3822 |
Avg Daily Profit (%) | 0.6842 | 0.642 | 0.0422 | 0.1538 | 0.1917 | 0 |
Buy And Hold Return (%) | 736.8334 | 736.8334 | 736.8334 | 736.8334 | 736.8334 | 736.8334 |
Max Trade Drawdown | -134756 | -86120 | -84042 | -4356005 | -2400414 | -2081529 |
Profit Factor | 3.275 | 5.7724 | 1.254 | 1.1723 | 1.6647 | 0.6133 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 52.8571 | 51.4286 | 54.2857 | 52.8571 | 51.4286 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.921 | 5.4517 | 1.056 | 1.0456 | 1.5722 | 0.5164 |
Largest Winning Trade | 439245 | 439245 | 67803 | 3453108 | 3453108 | 645662 |
Largest Losing Trade | -90750 | -30761 | -90750 | -1304270 | -1245216 | -1304270 |
Avg Bars in Trades | 73 | 86 | 61 | 73 | 86 | 61 |
Avg Bars in Winners | 77 | 91 | 65 | 77 | 91 | 65 |
Avg Bars in Losers | 69 | 80 | 56 | 69 | 80 | 56 |
Bars Traded | 5166 | 3015 | 2151 | 5166 | 3015 | 2151 |
Profit Streak | 3.8623 | 204.1956 | 0 | 3.8623 | 204.1956 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89029 | 435823 | -301927 | -128219 | 386161 | -580232 |
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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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