Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834239.5818 | 796903.2775 | 37336.3043 | 1906264.4482 | 4229802.3533 | -2323537.9052 |
Total P&L (%) | 834.2396 | 796.9033 | 37.3363 | 1906.2644 | 4229.8024 | -2323.5379 |
Avg Daily Profit (%) | 0.3676 | 0.3511 | 0.0165 | 0.1322 | 0.1662 | 0 |
Buy And Hold Return (%) | 528.9674 | 528.9674 | 528.9674 | 528.9674 | 528.9674 | 528.9674 |
Max Trade Drawdown | -120151 | -95963 | -90903 | -5378709 | -3163662 | -3974101 |
Profit Factor | 2.3132 | 3.1006 | 1.1459 | 1.1028 | 1.3939 | 0.7025 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 49.2537 | 47.0588 | 51.5152 | 49.2537 | 47.0588 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.3832 | 3.4882 | 1.0785 | 1.1362 | 1.5681 | 0.6612 |
Largest Winning Trade | 243925 | 243925 | 54450 | 2716535 | 2716535 | 1555042 |
Largest Losing Trade | -52475 | -52475 | -48204 | -1787185 | -1787185 | -1733340 |
Avg Bars in Trades | 91 | 90 | 91 | 91 | 90 | 91 |
Avg Bars in Winners | 103 | 85 | 119 | 103 | 85 | 119 |
Avg Bars in Losers | 79 | 94 | 62 | 79 | 94 | 62 |
Bars Traded | 6106 | 3074 | 3032 | 6106 | 3074 | 3032 |
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 | -117123 | 140893 | -396529 | -247446 | 300826 | -580606 |
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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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