Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971848.7589 | 1074719.1218 | -102870.3629 | -8017296.2704 | 3052220.5541 | -11069516.8244 |
Total P&L (%) | 971.8488 | 1074.7191 | -102.8704 | -8017.2963 | 3052.2206 | -11069.5168 |
Avg Daily Profit (%) | 0.5424 | 0.5998 | -0.0574 | 0 | 0.1928 | 0 |
Buy And Hold Return (%) | 267.2677 | 267.2677 | 267.2677 | 267.2677 | 267.2677 | 267.2677 |
Max Trade Drawdown | -287432 | -153682 | -287432 | -11826532 | -8310250 | -11067735 |
Profit Factor | 2.5587 | 5.4472 | 0.7306 | 0.7241 | 1.2327 | 0.3055 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 19 | 22 | 31 | 18 | 13 |
Losing Trades | 32 | 17 | 15 | 42 | 18 | 24 |
Profitability (%) | 56.1644 | 52.7778 | 59.4595 | 42.4658 | 50 | 35.1351 |
Ratio Avg Win / Avg Loss | 1.997 | 4.8738 | 0.4981 | 0.981 | 1.2327 | 0.564 |
Largest Winning Trade | 615638 | 615638 | 55093 | 3010364 | 3010364 | 1358036 |
Largest Losing Trade | -287432 | -32883 | -287432 | -7679815 | -7679815 | -2653065 |
Avg Bars in Trades | 70 | 70 | 71 | 70 | 70 | 71 |
Avg Bars in Winners | 99 | 101 | 97 | 44 | 56 | 29 |
Avg Bars in Losers | 33 | 35 | 32 | 89 | 84 | 93 |
Bars Traded | 5154 | 2526 | 2628 | 5154 | 2526 | 2628 |
Profit Streak | 15.6567 | 0 | 47.99 | 0 | 17.99 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61322 | 638374 | -578557 | -659985 | 295600 | -586553 |
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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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