Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542016.5719 | 1576115.2066 | -34098.6347 | 154252.036 | 1045141.2034 | -890889.1673 |
Total P&L (%) | 1542.0166 | 1576.1152 | -34.0986 | 154.252 | 1045.1412 | -890.8892 |
Avg Daily Profit (%) | 0.8288 | 0.8471 | -0.0183 | 0.0502 | 0.1311 | 0 |
Buy And Hold Return (%) | 124.8303 | 124.8303 | 124.8303 | 124.8303 | 124.8303 | 124.8303 |
Max Trade Drawdown | -208961 | -131387 | -124862 | -1494797 | -785316 | -1057382 |
Profit Factor | 3.9978 | 7.3021 | 0.871 | 1.059 | 1.8319 | 0.3439 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 31.9444 | 33.3333 | 30.5556 | 31.9444 | 33.3333 | 30.5556 |
Ratio Avg Win / Avg Loss | 8.517 | 14.6042 | 1.9795 | 2.2561 | 3.6638 | 0.7816 |
Largest Winning Trade | 1500799 | 1500799 | 76127 | 1526666 | 1526666 | 130905 |
Largest Losing Trade | -46668 | -28798 | -46668 | -367894 | -367894 | -257766 |
Avg Bars in Trades | 97 | 88 | 107 | 97 | 88 | 107 |
Avg Bars in Winners | 205 | 146 | 271 | 205 | 146 | 271 |
Avg Bars in Losers | 46 | 59 | 34 | 46 | 59 | 34 |
Bars Traded | 7028 | 3172 | 3856 | 7028 | 3172 | 3856 |
Profit Streak | 0 | 0 | 83.0611 | 0 | 0 | 83.0611 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70548 | 549056 | -584602 | -463674 | -20554 | -587380 |
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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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