Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739178.5475 | 702091.1094 | 37087.4381 | 1294373.0941 | 4148202.1874 | -2853829.0933 |
Total P&L (%) | 739.1785 | 702.0911 | 37.0874 | 1294.3731 | 4148.2022 | -2853.8291 |
Avg Daily Profit (%) | 0.2956 | 0.2808 | 0.0148 | 0.1054 | 0.1501 | 0 |
Buy And Hold Return (%) | 699.3988 | 699.3988 | 699.3988 | 699.3988 | 699.3988 | 699.3988 |
Max Trade Drawdown | -124675 | -38877 | -129062 | -3127131 | -733672 | -3592794 |
Profit Factor | 2.3221 | 4.5129 | 1.1032 | 1.1585 | 2.8396 | 0.5172 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.9497 | 6.0172 | 1.3355 | 1.4716 | 3.7861 | 0.6261 |
Largest Winning Trade | 322821 | 322821 | 55628 | 1491635 | 1491635 | 699194 |
Largest Losing Trade | -75264 | -21203 | -75264 | -2681017 | -340645 | -2681017 |
Avg Bars in Trades | 87 | 84 | 90 | 87 | 84 | 90 |
Avg Bars in Winners | 124 | 120 | 128 | 124 | 120 | 128 |
Avg Bars in Losers | 57 | 57 | 58 | 57 | 57 | 58 |
Bars Traded | 7338 | 3553 | 3785 | 7338 | 3553 | 3785 |
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 | -136896 | -151148 | -447580 | -107948 | 345031 | -582586 |
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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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