Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266518.9658 | 1198376.2581 | 68142.7077 | 5081304.6742 | 5177235.98 | -95931.3058 |
Total P&L (%) | 1266.519 | 1198.3763 | 68.1427 | 5081.3047 | 5177.236 | -95.9313 |
Avg Daily Profit (%) | 0.6977 | 0.6601 | 0.0375 | 0.2177 | 0.2187 | -0.1762 |
Buy And Hold Return (%) | 591.2963 | 591.2963 | 591.2963 | 591.2963 | 591.2963 | 591.2963 |
Max Trade Drawdown | -85864 | -55993 | -57712 | -8486850 | -5810550 | -4628270 |
Profit Factor | 3.5281 | 6.2554 | 1.2497 | 1.2313 | 1.4756 | 0.9913 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 35.6164 | 38.8889 | 32.4324 | 35.6164 | 38.8889 | 32.4324 |
Ratio Avg Win / Avg Loss | 6.3777 | 9.8298 | 2.6035 | 2.2259 | 2.3189 | 2.0653 |
Largest Winning Trade | 703061 | 703061 | 76778 | 6472010 | 6472010 | 2595217 |
Largest Losing Trade | -32245 | -27805 | -32245 | -1797344 | -1797344 | -1661979 |
Avg Bars in Trades | 71 | 65 | 78 | 71 | 65 | 78 |
Avg Bars in Winners | 130 | 107 | 156 | 130 | 107 | 156 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 5245 | 2343 | 2902 | 5245 | 2343 | 2902 |
Profit Streak | 0 | 104.6383 | 0 | 0 | 104.6383 | 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 | -68806 | 360933 | -314473 | -72906 | 241342 | -584826 |
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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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