Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542203.5238 | 1393051.0736 | 149152.4502 | 13033532.8618 | 15943543.6174 | -2910010.7556 |
Total P&L (%) | 1542.2035 | 1393.0511 | 149.1525 | 13033.5329 | 15943.5436 | -2910.0108 |
Avg Daily Profit (%) | 0.8398 | 0.7585 | 0.0812 | 0.266 | 0.2769 | 0 |
Buy And Hold Return (%) | 875.331 | 875.331 | 875.331 | 875.331 | 875.331 | 875.331 |
Max Trade Drawdown | -107205 | -75003 | -82068 | -4658619 | -4881243 | -4848780 |
Profit Factor | 4.0025 | 7.857 | 1.4804 | 1.456 | 2.3439 | 0.8259 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 60.274 | 58.3333 | 62.1622 | 60.274 | 58.3333 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.638 | 5.6122 | 0.9011 | 0.9596 | 1.6742 | 0.5027 |
Largest Winning Trade | 671610 | 671610 | 59001 | 5135582 | 5135582 | 1917887 |
Largest Losing Trade | -85919 | -29415 | -85919 | -4658619 | -2479820 | -4658619 |
Avg Bars in Trades | 47 | 56 | 39 | 47 | 56 | 39 |
Avg Bars in Winners | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Losers | 50 | 63 | 36 | 50 | 63 | 36 |
Bars Traded | 3470 | 2024 | 1446 | 3470 | 2024 | 1446 |
Profit Streak | 0 | 157.7766 | 0 | 0 | 157.7766 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62880 | 510757 | -249194 | -66695 | 562285 | -579195 |
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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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