Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781169.6501 | 718028.6843 | 63140.9658 | 1863464.1272 | 2152536.3036 | -289072.1764 |
Total P&L (%) | 781.1697 | 718.0287 | 63.141 | 1863.4641 | 2152.5363 | -289.0722 |
Avg Daily Profit (%) | 0.4313 | 0.3964 | 0.0349 | 0.1645 | 0.1721 | 0 |
Buy And Hold Return (%) | 162.8175 | 162.8175 | 162.8175 | 162.8175 | 162.8175 | 162.8175 |
Max Trade Drawdown | -113374 | -45522 | -90290 | -2138144 | -1434853 | -1340853 |
Profit Factor | 2.6199 | 4.3678 | 1.2347 | 1.3156 | 1.8047 | 0.9105 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 36.3636 | 34.2105 | 38.4615 | 36.3636 | 34.2105 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.5849 | 8.3996 | 1.9755 | 2.3023 | 3.4705 | 1.4568 |
Largest Winning Trade | 363188 | 363188 | 72192 | 1765735 | 1765735 | 978932 |
Largest Losing Trade | -26592 | -25897 | -26592 | -817964 | -445302 | -817964 |
Avg Bars in Trades | 90 | 81 | 98 | 90 | 81 | 98 |
Avg Bars in Winners | 193 | 186 | 198 | 193 | 186 | 198 |
Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
Bars Traded | 6931 | 3097 | 3834 | 6931 | 3097 | 3834 |
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 | -38082 | 326263 | -315774 | -42556 | 183431 | -583577 |
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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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