Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332346.3687 | 1338226.1661 | -5879.7973 | 746643.6076 | 1503408.2999 | -756764.6924 |
Total P&L (%) | 1332.3464 | 1338.2262 | -5.8798 | 746.6436 | 1503.4083 | -756.7647 |
Avg Daily Profit (%) | 0.7305 | 0.7337 | -0.0032 | 0.1172 | 0.1522 | 0 |
Buy And Hold Return (%) | 684.8844 | 684.8844 | 684.8844 | 684.8844 | 684.8844 | 684.8844 |
Max Trade Drawdown | -170573 | -93046 | -115536 | -1892166 | -1314883 | -759732 |
Profit Factor | 3.1291 | 5.4779 | 0.982 | 1.1473 | 1.5968 | 0.7031 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 39.726 | 38.8889 | 40.5405 | 39.726 | 38.8889 | 40.5405 |
Ratio Avg Win / Avg Loss | 4.7476 | 8.6081 | 1.4403 | 1.7408 | 2.5093 | 1.0312 |
Largest Winning Trade | 937178 | 937178 | 73490 | 1793300 | 1793300 | 414686 |
Largest Losing Trade | -59711 | -32495 | -59711 | -498387 | -498387 | -434148 |
Avg Bars in Trades | 47 | 44 | 51 | 47 | 44 | 51 |
Avg Bars in Winners | 82 | 80 | 83 | 82 | 80 | 83 |
Avg Bars in Losers | 25 | 21 | 28 | 25 | 21 | 28 |
Bars Traded | 3488 | 1596 | 1892 | 3488 | 1596 | 1892 |
Profit Streak | 0 | 97.734 | 0 | 0 | 97.734 | 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 | -68975 | 352268 | -582784 | -311504 | 46330 | -582784 |
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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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