Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7227342.168 | 7284635.392 | -57293.224 | 813542.7898 | 1935199.7349 | -1121656.9451 |
Total P&L (%) | 7227.3422 | 7284.6354 | -57.2932 | 813.5428 | 1935.1997 | -1121.6569 |
Avg Daily Profit (%) | 3.6799 | 3.7091 | -0.0292 | 0.1127 | 0.1535 | 0 |
Buy And Hold Return (%) | 1642.7653 | 1642.7653 | 1642.7653 | 1642.7653 | 1642.7653 | 1642.7653 |
Max Trade Drawdown | -149260 | -68690 | -77720 | -2157988 | -1223961 | -1514008 |
Profit Factor | 14.4738 | 27.89 | 0.7842 | 1.141 | 1.7557 | 0.6504 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 42.2535 | 45.7143 | 38.8889 | 42.2535 | 45.7143 | 38.8889 |
Ratio Avg Win / Avg Loss | 19.7809 | 33.1194 | 1.2323 | 1.5594 | 2.0849 | 1.022 |
Largest Winning Trade | 7299670 | 7299670 | 38157 | 2551013 | 2551013 | 618668 |
Largest Losing Trade | -44701 | -44701 | -42730 | -939825 | -684997 | -939825 |
Avg Bars in Trades | 78 | 127 | 31 | 78 | 127 | 31 |
Avg Bars in Winners | 113 | 189 | 27 | 113 | 189 | 27 |
Avg Bars in Losers | 53 | 75 | 33 | 53 | 75 | 33 |
Bars Traded | 5597 | 4467 | 1130 | 5597 | 4467 | 1130 |
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 | -71963 | 745453 | -583434 | -366478 | -101102 | -583434 |
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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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