Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840893.2549 | 754922.8852 | 85970.3697 | 2679934.183 | 3757012.7826 | -1077078.5996 |
Total P&L (%) | 840.8933 | 754.9229 | 85.9704 | 2679.9342 | 3757.0128 | -1077.0786 |
Avg Daily Profit (%) | 0.4632 | 0.4158 | 0.0474 | 0.1833 | 0.2014 | 0 |
Buy And Hold Return (%) | 189.9485 | 189.9485 | 189.9485 | 189.9485 | 189.9485 | 189.9485 |
Max Trade Drawdown | -122872 | -47976 | -86372 | -2291271 | -1891105 | -1668992 |
Profit Factor | 3.0563 | 5.6097 | 1.3506 | 1.319 | 2.1519 | 0.7904 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 43.2836 | 45.4545 | 41.1765 | 43.2836 | 45.4545 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.0047 | 6.7317 | 1.9295 | 1.7283 | 2.5823 | 1.1292 |
Largest Winning Trade | 384983 | 384983 | 69136 | 2132099 | 2132099 | 1484247 |
Largest Losing Trade | -43404 | -18849 | -43404 | -924613 | -557357 | -924613 |
Avg Bars in Trades | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Winners | 96 | 79 | 113 | 96 | 79 | 113 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 3478 | 1570 | 1908 | 3478 | 1570 | 1908 |
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 | -109606 | 507130 | -297389 | -114683 | 372617 | -582559 |
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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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