Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1640179.7011 | 1501932.0028 | 138247.6983 | 3266837.7473 | -871795.2052 | 4138632.9524 |
Total P&L (%) | 1640.1797 | 1501.932 | 138.2477 | 3266.8377 | -871.7952 | 4138.633 |
Avg Daily Profit (%) | 0.8877 | 0.8128 | 0.0748 | 0.1905 | 0 | 0.203 |
Buy And Hold Return (%) | 58.7302 | 58.7302 | 58.7302 | 58.7302 | 58.7302 | 58.7302 |
Max Trade Drawdown | -83226 | -73552 | -37387 | -5696302 | -5052742 | -2415922 |
Profit Factor | 5.8418 | 9.1507 | 1.8949 | 1.1892 | 0.9092 | 1.5401 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 32.8767 | 21.6216 | 44.4444 | 32.8767 | 21.6216 | 44.4444 |
Ratio Avg Win / Avg Loss | 11.9271 | 33.1713 | 2.3687 | 2.428 | 3.2959 | 1.9252 |
Largest Winning Trade | 1403493 | 1403493 | 58384 | 3444610 | 3444610 | 2593835 |
Largest Losing Trade | -24106 | -15417 | -24106 | -1829062 | -1194655 | -1829062 |
Avg Bars in Trades | 94 | 68 | 121 | 94 | 68 | 121 |
Avg Bars in Winners | 210 | 217 | 207 | 210 | 217 | 207 |
Avg Bars in Losers | 37 | 27 | 53 | 37 | 27 | 53 |
Bars Traded | 6918 | 2531 | 4387 | 6918 | 2531 | 4387 |
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 | -61282 | -22993 | -96142 | -86270 | -622699 | 308273 |
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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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