Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3340131.3456 | 3518665.2792 | -178533.9336 | 5098.7329 | 163623.7565 | -158525.0236 |
Total P&L (%) | 3340.1313 | 3518.6653 | -178.5339 | 5.0987 | 163.6238 | -158.525 |
Avg Daily Profit (%) | 1.7007 | 1.7916 | -0.0909 | 0.0025 | 0.0494 | 0 |
Buy And Hold Return (%) | 1973.224 | 1973.224 | 1973.224 | 1973.224 | 1973.224 | 1973.224 |
Max Trade Drawdown | -297174 | -101510 | -262077 | -268387 | -122681 | -255979 |
Profit Factor | 7.177 | 18.9142 | 0.4815 | 1.0081 | 1.6582 | 0.5805 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 44.2857 | 51.4286 | 37.1429 | 44.2857 | 51.4286 | 37.1429 |
Ratio Avg Win / Avg Loss | 9.0291 | 17.8634 | 0.8148 | 1.2683 | 1.5661 | 0.9823 |
Largest Winning Trade | 3548772 | 3548772 | 46792 | 192220 | 192220 | 69396 |
Largest Losing Trade | -68064 | -44818 | -68064 | -60694 | -60694 | -49399 |
Avg Bars in Trades | 74 | 76 | 72 | 74 | 76 | 72 |
Avg Bars in Winners | 111 | 117 | 103 | 111 | 117 | 103 |
Avg Bars in Losers | 44 | 32 | 54 | 44 | 32 | 54 |
Bars Traded | 5201 | 2663 | 2538 | 5201 | 2663 | 2538 |
Profit Streak | 609.97 | 901.3034 | 0 | 609.97 | 901.3034 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86877 | 566100 | -585787 | -667198 | -288115 | -585787 |
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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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