Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434387.926 | 1371637.3364 | 62750.5896 | 4299786.1177 | 4659593.956 | -359807.8383 |
Total P&L (%) | 1434.3879 | 1371.6373 | 62.7506 | 4299.7861 | 4659.594 | -359.8078 |
Avg Daily Profit (%) | 0.7855 | 0.7512 | 0.0344 | 0.2075 | 0.2118 | 0 |
Buy And Hold Return (%) | 703.2528 | 703.2528 | 703.2528 | 703.2528 | 703.2528 | 703.2528 |
Max Trade Drawdown | -90584 | -64767 | -59252 | -9794060 | -5210740 | -5448169 |
Profit Factor | 3.6655 | 6.597 | 1.2141 | 1.1942 | 1.465 | 0.9703 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 36.9863 | 36.1111 | 37.8378 | 36.9863 | 36.1111 | 37.8378 |
Ratio Avg Win / Avg Loss | 6.245 | 11.6716 | 1.9946 | 2.0345 | 2.592 | 1.5941 |
Largest Winning Trade | 765052 | 765052 | 78088 | 6353125 | 6353125 | 2707110 |
Largest Losing Trade | -28356 | -21669 | -28356 | -2266667 | -2266667 | -1989901 |
Avg Bars in Trades | 73 | 68 | 77 | 73 | 68 | 77 |
Avg Bars in Winners | 128 | 112 | 143 | 128 | 112 | 143 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 5336 | 2469 | 2867 | 5336 | 2469 | 2867 |
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 | -68104 | 311548 | -316818 | -79667 | 168801 | -582724 |
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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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