Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317528.4183 | 1319566.4052 | -2037.9869 | 163951.0031 | -75736.0121 | 239687.0153 |
Total P&L (%) | 1317.5284 | 1319.5664 | -2.038 | 163.951 | -75.736 | 239.687 |
Avg Daily Profit (%) | 0.738 | 0.7391 | -0.0011 | 0.0544 | -0.0793 | 0.0685 |
Buy And Hold Return (%) | 407.0925 | 407.0925 | 407.0925 | 407.0925 | 407.0925 | 407.0925 |
Max Trade Drawdown | -120717 | -118504 | -167428 | -339067 | -420901 | -178752 |
Profit Factor | 3.0254 | 5.7834 | 0.9946 | 1.1221 | 0.895 | 1.3855 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.2355 | 9.0881 | 1.2432 | 1.5709 | 1.4064 | 1.7318 |
Largest Winning Trade | 1147479 | 1147479 | 60655 | 191583 | 191583 | 141564 |
Largest Losing Trade | -81778 | -39739 | -81778 | -153278 | -153278 | -107906 |
Avg Bars in Trades | 97 | 83 | 111 | 97 | 83 | 111 |
Avg Bars in Winners | 149 | 126 | 169 | 149 | 126 | 169 |
Avg Bars in Losers | 60 | 55 | 65 | 60 | 55 | 65 |
Bars Traded | 7020 | 2989 | 4031 | 7020 | 2989 | 4031 |
Profit Streak | 0 | 0 | 41.0889 | 0 | 0 | 41.0889 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71504 | 496643 | -580724 | -458232 | -583434 | -267118 |
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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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