Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865840.6544 | 783702.3972 | 82138.2572 | 4933065.0682 | 6087008.5935 | -1153943.5253 |
Total P&L (%) | 865.8407 | 783.7024 | 82.1383 | 4933.0651 | 6087.0086 | -1153.9435 |
Avg Daily Profit (%) | 0.3463 | 0.3135 | 0.0329 | 0.1569 | 0.1651 | 0 |
Buy And Hold Return (%) | 765.1611 | 765.1611 | 765.1611 | 765.1611 | 765.1611 | 765.1611 |
Max Trade Drawdown | -147271 | -112140 | -75079 | -2832764 | -1917013 | -1830485 |
Profit Factor | 3.2029 | 4.1749 | 1.5618 | 1.6959 | 2.4657 | 0.607 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.0548 | 50 | 54.0541 | 52.0548 | 50 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.9501 | 4.1749 | 1.3275 | 1.562 | 2.4657 | 0.516 |
Largest Winning Trade | 350632 | 350632 | 49461 | 4073874 | 4073874 | 450400 |
Largest Losing Trade | -48572 | -48572 | -33005 | -1176990 | -1176990 | -1115387 |
Avg Bars in Trades | 127 | 230 | 26 | 127 | 230 | 26 |
Avg Bars in Winners | 150 | 279 | 34 | 150 | 279 | 34 |
Avg Bars in Losers | 102 | 181 | 17 | 102 | 181 | 17 |
Bars Traded | 9290 | 8310 | 980 | 9290 | 8310 | 980 |
Profit Streak | 24.4227 | 0 | 38.1727 | 24.4227 | 0 | 38.1727 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184899 | -142043 | -311743 | -64953 | 447714 | -579423 |
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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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