Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934745.7481 | 832250.7685 | 102494.9796 | 7759546.2017 | 3651815.41 | 4107730.7917 |
Total P&L (%) | 934.7457 | 832.2508 | 102.495 | 7759.5462 | 3651.8154 | 4107.7308 |
Avg Daily Profit (%) | 0.3961 | 0.3526 | 0.0434 | 0.1851 | 0.1537 | 0.1586 |
Buy And Hold Return (%) | 528.2286 | 528.2286 | 528.2286 | 528.2286 | 528.2286 | 528.2286 |
Max Trade Drawdown | -88412 | -85866 | -109485 | -4612354 | -4081789 | -1193894 |
Profit Factor | 3.0238 | 4.5954 | 1.4449 | 1.7338 | 1.5373 | 2.0874 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 3.427 | 5.2081 | 1.6375 | 1.965 | 1.7422 | 2.3658 |
Largest Winning Trade | 224376 | 224376 | 72177 | 3734742 | 3734742 | 3706547 |
Largest Losing Trade | -52197 | -29554 | -52197 | -1981657 | -1981657 | -946765 |
Avg Bars in Trades | 70 | 66 | 74 | 70 | 66 | 74 |
Avg Bars in Winners | 94 | 85 | 103 | 94 | 85 | 103 |
Avg Bars in Losers | 48 | 49 | 48 | 48 | 49 | 48 |
Bars Traded | 4495 | 2119 | 2376 | 4495 | 2119 | 2376 |
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 | -137650 | 211482 | -299844 | -133518 | 323340 | 374582 |
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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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