Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939977.0008 | 827982.3413 | 111994.6595 | 4450948.5169 | 4561158.1182 | -110209.6013 |
Total P&L (%) | 939.977 | 827.9823 | 111.9947 | 4450.9485 | 4561.1581 | -110.2096 |
Avg Daily Profit (%) | 0.5203 | 0.4583 | 0.062 | 0.2116 | 0.2129 | 0 |
Buy And Hold Return (%) | 269.9373 | 269.9373 | 269.9373 | 269.9373 | 269.9373 | 269.9373 |
Max Trade Drawdown | -88121 | -57481 | -55874 | -5837610 | -3832091 | -2388700 |
Profit Factor | 3.2865 | 5.2089 | 1.5224 | 1.4149 | 1.8419 | 0.9792 |
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 | 4.9864 | 8.1854 | 2.2329 | 2.1468 | 2.8944 | 1.4362 |
Largest Winning Trade | 347610 | 347610 | 72523 | 4873512 | 4873512 | 2044610 |
Largest Losing Trade | -46233 | -37722 | -46233 | -1471729 | -1350781 | -1471729 |
Avg Bars in Trades | 141 | 127 | 155 | 141 | 127 | 155 |
Avg Bars in Winners | 269 | 257 | 281 | 269 | 257 | 281 |
Avg Bars in Losers | 57 | 45 | 69 | 57 | 45 | 69 |
Bars Traded | 10363 | 4602 | 5761 | 10363 | 4602 | 5761 |
Profit Streak | 40.6939 | 0 | 43.6939 | 40.6939 | 0 | 43.6939 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65348 | 389500 | -276489 | -69690 | 263517 | -582231 |
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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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