Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905366.4531 | 800374.497 | 104991.9561 | 10029294.8766 | 13204518.5458 | -3175223.6692 |
Total P&L (%) | 905.3665 | 800.3745 | 104.992 | 10029.2949 | 13204.5185 | -3175.2237 |
Avg Daily Profit (%) | 0.3621 | 0.3201 | 0.042 | 0.1849 | 0.1958 | 0 |
Buy And Hold Return (%) | 857.883 | 857.883 | 857.883 | 857.883 | 857.883 | 857.883 |
Max Trade Drawdown | -82388 | -44856 | -94877 | -5470385 | -1573850 | -6837524 |
Profit Factor | 2.5895 | 4.4359 | 1.3119 | 1.5576 | 3.1311 | 0.7307 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 50 | 48.6486 | 51.3514 | 50 | 48.6486 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.5895 | 4.6823 | 1.2428 | 1.5576 | 3.305 | 0.6922 |
Largest Winning Trade | 332243 | 332243 | 59257 | 8025187 | 8025187 | 1432095 |
Largest Losing Trade | -50229 | -21597 | -50229 | -4474302 | -1011257 | -4474302 |
Avg Bars in Trades | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Winners | 61 | 61 | 62 | 61 | 61 | 62 |
Avg Bars in Losers | 35 | 32 | 39 | 35 | 32 | 39 |
Bars Traded | 7242 | 3457 | 3786 | 7242 | 3457 | 3786 |
Profit Streak | 0 | 173.4639 | 0 | 0 | 173.4639 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133805 | -213347 | -366722 | 398487 | -50030 | -645060 |
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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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