Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402284.7701 | 549073.4504 | -146788.6803 | 6374940.2586 | -5718074.4426 | 12093014.7013 |
Total P&L (%) | 402.2848 | 549.0735 | -146.7887 | 6374.9403 | -5718.0744 | 12093.0147 |
Avg Daily Profit (%) | 0.2245 | 0.3064 | -0.0819 | 0.233 | 0 | 0.2684 |
Buy And Hold Return (%) | 259.6474 | 259.6474 | 259.6474 | 259.6474 | 259.6474 | 259.6474 |
Max Trade Drawdown | -300932 | -58543 | -399698 | -5842437 | -5984836 | -2705018 |
Profit Factor | 1.4755 | 3.3121 | 0.7588 | 1.2423 | 0.6656 | 2.3124 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 20 | 23 | 39 | 17 | 22 |
Losing Trades | 33 | 18 | 15 | 37 | 21 | 16 |
Profitability (%) | 56.5789 | 52.6316 | 60.5263 | 51.3158 | 44.7368 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.1324 | 2.9809 | 0.4948 | 1.1785 | 0.8222 | 1.6817 |
Largest Winning Trade | 107090 | 107090 | 63763 | 6521716 | 3475211 | 6521716 |
Largest Losing Trade | -300932 | -26937 | -300932 | -2090418 | -2090418 | -1732738 |
Avg Bars in Trades | 45 | 27 | 62 | 45 | 27 | 62 |
Avg Bars in Winners | 49 | 24 | 71 | 51 | 21 | 75 |
Avg Bars in Losers | 39 | 31 | 49 | 38 | 33 | 44 |
Bars Traded | 3446 | 1062 | 2384 | 3446 | 1062 | 2384 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53553 | 352338 | -579400 | -45556 | -582533 | 506227 |
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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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