Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213518.5404 | 1168769.6265 | 44748.9139 | -5110166.7817 | -2357497.2354 | -2752669.5463 |
Total P&L (%) | 1213.5185 | 1168.7696 | 44.7489 | -5110.1668 | -2357.4972 | -2752.6695 |
Avg Daily Profit (%) | 0.5366 | 0.5169 | 0.0198 | 0 | 0 | 0 |
Buy And Hold Return (%) | 337.6238 | 337.6238 | 337.6238 | 337.6238 | 337.6238 | 337.6238 |
Max Trade Drawdown | -223228 | -55801 | -214943 | -8977524 | -6563811 | -3598315 |
Profit Factor | 2.903 | 7.3274 | 1.0988 | 0.6977 | 0.7221 | 0.6732 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 43 | 21 | 22 | 40 | 23 | 17 |
Losing Trades | 30 | 16 | 14 | 33 | 14 | 19 |
Profitability (%) | 58.9041 | 56.7568 | 61.1111 | 54.7945 | 62.1622 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.0254 | 5.5827 | 0.6992 | 0.5756 | 0.4395 | 0.7524 |
Largest Winning Trade | 750029 | 750029 | 62707 | 1672031 | 1507885 | 1672031 |
Largest Losing Trade | -139833 | -27478 | -139833 | -4063473 | -4063473 | -1762342 |
Avg Bars in Trades | 86 | 50 | 123 | 86 | 50 | 123 |
Avg Bars in Winners | 108 | 52 | 162 | 49 | 38 | 64 |
Avg Bars in Losers | 54 | 47 | 62 | 130 | 69 | 176 |
Bars Traded | 6305 | 1856 | 4448 | 6305 | 1856 | 4448 |
Profit Streak | 0 | 0 | 313.6829 | 78.3496 | 283.3496 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60970 | 628374 | -443316 | -655598 | -578227 | -581860 |
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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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