Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217880.1153 | 1279733.9977 | -61853.8824 | 52016.1992 | 127954.0796 | -75937.8804 |
Total P&L (%) | 1217.8801 | 1279.734 | -61.8539 | 52.0162 | 127.9541 | -75.9379 |
Avg Daily Profit (%) | 0.6689 | 0.7029 | -0.034 | 0.023 | 0.0453 | -0.0782 |
Buy And Hold Return (%) | 729.9049 | 729.9049 | 729.9049 | 729.9049 | 729.9049 | 729.9049 |
Max Trade Drawdown | -186470 | -127428 | -177703 | -86626 | -61863 | -119157 |
Profit Factor | 2.7732 | 5.352 | 0.8425 | 1.0996 | 1.5536 | 0.739 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 49.3151 | 47.2222 | 51.3514 | 49.3151 | 47.2222 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.8502 | 5.9816 | 0.7982 | 1.1302 | 1.7364 | 0.7001 |
Largest Winning Trade | 793958 | 793958 | 75922 | 77432 | 75998 | 77432 |
Largest Losing Trade | -89187 | -47163 | -89187 | -78955 | -42699 | -78955 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 97 | 94 | 99 | 97 | 94 | 99 |
Avg Bars in Losers | 49 | 44 | 54 | 49 | 44 | 54 |
Bars Traded | 5320 | 2439 | 2881 | 5320 | 2439 | 2881 |
Profit Streak | 0 | 103.2122 | 0 | 0 | 103.2122 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68304 | 422321 | -580597 | -515383 | -295607 | -580597 |
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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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