Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834623.0892 | 813423.0801 | 21200.0092 | 8406177.6537 | 10702033.9351 | -2295856.2815 |
Total P&L (%) | 834.6231 | 813.4231 | 21.2 | 8406.1777 | 10702.0339 | -2295.8563 |
Avg Daily Profit (%) | 0.34 | 0.3314 | 0.0086 | 0.1812 | 0.1909 | 0 |
Buy And Hold Return (%) | 4209.4653 | 4209.4653 | 4209.4653 | 4209.4653 | 4209.4653 | 4209.4653 |
Max Trade Drawdown | -64760 | -55234 | -97098 | -3115188 | -1489755 | -3077165 |
Profit Factor | 3.1184 | 6.8586 | 1.0831 | 1.615 | 3.3032 | 0.7455 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 45.9459 | 48.6486 | 43.2432 | 45.9459 | 48.6486 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.6687 | 7.2396 | 1.4216 | 1.9 | 3.4867 | 0.9785 |
Largest Winning Trade | 277770 | 277770 | 48153 | 3521333 | 3521333 | 1831199 |
Largest Losing Trade | -29118 | -16998 | -29118 | -1595622 | -612596 | -1595622 |
Avg Bars in Trades | 63 | 68 | 57 | 63 | 68 | 57 |
Avg Bars in Winners | 98 | 104 | 90 | 98 | 104 | 90 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 4686 | 2547 | 2139 | 4686 | 2547 | 2139 |
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 | -220938 | -148608 | -478820 | -66329 | 368555 | -583400 |
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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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