Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668881.2125 | 553216.1025 | 115665.11 | 3574620.3659 | 3476610.0622 | 98010.3037 |
Total P&L (%) | 668.8812 | 553.2161 | 115.6651 | 3574.6204 | 3476.6101 | 98.0103 |
Avg Daily Profit (%) | 0.3558 | 0.2943 | 0.0615 | 0.1919 | 0.1905 | 0.0363 |
Buy And Hold Return (%) | 134.3524 | 134.3524 | 134.3524 | 134.3524 | 134.3524 | 134.3524 |
Max Trade Drawdown | -82623 | -76618 | -34846 | -3588923 | -3241036 | -1459246 |
Profit Factor | 3.3525 | 4.1629 | 2.0571 | 1.4317 | 1.7285 | 1.0279 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 52.1739 | 50 | 54.2857 | 52.1739 | 50 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.0731 | 4.1629 | 1.7323 | 1.3124 | 1.7285 | 0.8656 |
Largest Winning Trade | 322288 | 322288 | 32416 | 3121912 | 3121912 | 926423 |
Largest Losing Trade | -23613 | -23613 | -15714 | -1319878 | -1319878 | -685130 |
Avg Bars in Trades | 105 | 158 | 54 | 105 | 158 | 54 |
Avg Bars in Winners | 133 | 203 | 69 | 133 | 203 | 69 |
Avg Bars in Losers | 75 | 112 | 35 | 75 | 112 | 35 |
Bars Traded | 7268 | 5373 | 1895 | 7268 | 5373 | 1895 |
Profit Streak | 0 | 348.9275 | 0 | 0 | 348.9275 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91290 | 548400 | -272085 | -96860 | 452115 | -501027 |
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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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