Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643281.418 | 593840.747 | 49440.671 | 939391.0897 | 2836983.5848 | -1897592.4951 |
Total P&L (%) | 643.2814 | 593.8407 | 49.4407 | 939.3911 | 2836.9836 | -1897.5925 |
Avg Daily Profit (%) | 0.3552 | 0.3279 | 0.0273 | 0.1293 | 0.1868 | 0 |
Buy And Hold Return (%) | 199.2497 | 199.2497 | 199.2497 | 199.2497 | 199.2497 | 199.2497 |
Max Trade Drawdown | -206503 | -110605 | -140413 | -8847703 | -5345351 | -4257139 |
Profit Factor | 2.0282 | 2.7978 | 1.1674 | 1.0557 | 1.3048 | 0.749 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 46.087 | 43.8596 | 48.2759 | 46.087 | 43.8596 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.3726 | 3.5812 | 1.2508 | 1.235 | 1.6701 | 0.8025 |
Largest Winning Trade | 191486 | 191486 | 69855 | 4852456 | 4852456 | 863768 |
Largest Losing Trade | -43173 | -43173 | -41084 | -2519018 | -2519018 | -2330737 |
Avg Bars in Trades | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Winners | 90 | 80 | 98 | 90 | 80 | 98 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 6942 | 3096 | 3846 | 6942 | 3096 | 3846 |
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 | 327390 | -171101 | -539303 | -182009 | -173294 | -761503 |
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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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