Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769587.2782 | 699105.4524 | 70481.8259 | 2671625.6605 | 4791422.2221 | -2119796.5615 |
Total P&L (%) | 769.5873 | 699.1055 | 70.4818 | 2671.6257 | 4791.4222 | -2119.7966 |
Avg Daily Profit (%) | 0.3079 | 0.2797 | 0.0282 | 0.133 | 0.1558 | 0 |
Buy And Hold Return (%) | 934.7058 | 934.7058 | 934.7058 | 934.7058 | 934.7058 | 934.7058 |
Max Trade Drawdown | -94387 | -71896 | -108552 | -3806347 | -1493159 | -4414087 |
Profit Factor | 2.8682 | 3.818 | 1.4302 | 1.3366 | 2.4445 | 0.5412 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 56.1644 | 50 | 62.1622 | 56.1644 | 50 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.2386 | 3.818 | 0.8705 | 1.0432 | 2.4445 | 0.3294 |
Largest Winning Trade | 230528 | 230528 | 51120 | 2948731 | 2948731 | 446144 |
Largest Losing Trade | -75128 | -54667 | -75128 | -3606444 | -1068053 | -3606444 |
Avg Bars in Trades | 191 | 297 | 87 | 191 | 297 | 87 |
Avg Bars in Winners | 188 | 307 | 95 | 188 | 307 | 95 |
Avg Bars in Losers | 194 | 286 | 74 | 194 | 286 | 74 |
Bars Traded | 13948 | 10697 | 3251 | 13948 | 10697 | 3251 |
Profit Streak | 33.8863 | 0 | 248.7196 | 33.8863 | 0 | 248.7196 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -226001 | -150132 | -318813 | -92638 | 398387 | -577819 |
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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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