Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897567.7876 | 821712.5126 | 75855.275 | 1429400.384 | 2497858.2617 | -1068457.8776 |
Total P&L (%) | 897.5678 | 821.7125 | 75.8553 | 1429.4004 | 2497.8583 | -1068.4579 |
Avg Daily Profit (%) | 0.4963 | 0.4543 | 0.0419 | 0.1509 | 0.1803 | 0 |
Buy And Hold Return (%) | 164.193 | 164.193 | 164.193 | 164.193 | 164.193 | 164.193 |
Max Trade Drawdown | -149917 | -68813 | -104332 | -2548362 | -2279796 | -1488358 |
Profit Factor | 2.6776 | 4.2272 | 1.2705 | 1.1496 | 1.504 | 0.7676 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 43.2836 | 36.3636 | 50 | 43.2836 | 36.3636 | 50 |
Ratio Avg Win / Avg Loss | 3.5086 | 7.3976 | 1.2705 | 1.5064 | 2.6321 | 0.7676 |
Largest Winning Trade | 337240 | 337240 | 68962 | 2056605 | 2056605 | 669839 |
Largest Losing Trade | -59127 | -29474 | -59127 | -1085107 | -1085107 | -952179 |
Avg Bars in Trades | 77 | 84 | 70 | 77 | 84 | 70 |
Avg Bars in Winners | 109 | 137 | 90 | 109 | 137 | 90 |
Avg Bars in Losers | 53 | 54 | 50 | 53 | 54 | 50 |
Bars Traded | 5196 | 2802 | 2394 | 5196 | 2802 | 2394 |
Profit Streak | 0 | 109.4274 | 0 | 0 | 109.4274 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109234 | 422619 | -302777 | -171088 | 213873 | -580795 |
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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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