Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667260.2538 | 621355.4229 | 45904.8309 | 1581338.7536 | 2057826.0633 | -476487.3097 |
Total P&L (%) | 667.2603 | 621.3554 | 45.9048 | 1581.3388 | 2057.8261 | -476.4873 |
Avg Daily Profit (%) | 0.3708 | 0.3452 | 0.0255 | 0.1569 | 0.1708 | 0 |
Buy And Hold Return (%) | 490.529 | 490.529 | 490.529 | 490.529 | 490.529 | 490.529 |
Max Trade Drawdown | -77189 | -80848 | -81858 | -1742178 | -1754764 | -1162588 |
Profit Factor | 2.2157 | 3.3129 | 1.1638 | 1.2608 | 1.704 | 0.8483 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 48.6486 | 54.0541 | 43.2432 | 48.6486 | 54.0541 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.3388 | 2.816 | 1.5275 | 1.3309 | 1.4484 | 1.1133 |
Largest Winning Trade | 213098 | 213098 | 63124 | 1185271 | 1185271 | 751343 |
Largest Losing Trade | -37024 | -32814 | -37024 | -699193 | -446430 | -699193 |
Avg Bars in Trades | 93 | 104 | 82 | 93 | 104 | 82 |
Avg Bars in Winners | 118 | 123 | 111 | 118 | 123 | 111 |
Avg Bars in Losers | 70 | 82 | 60 | 70 | 82 | 60 |
Bars Traded | 6936 | 3873 | 3063 | 6936 | 3873 | 3063 |
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 | -109277 | -66658 | -366426 | -64701 | 301982 | -581733 |
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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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