Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766121.4565 | 720001.0917 | 46120.3647 | 2634893.9077 | 4567976.9163 | -1933083.0086 |
Total P&L (%) | 766.1215 | 720.0011 | 46.1204 | 2634.8939 | 4567.9769 | -1933.083 |
Avg Daily Profit (%) | 0.306 | 0.2876 | 0.0184 | 0.1322 | 0.1536 | 0 |
Buy And Hold Return (%) | 881.0116 | 881.0116 | 881.0116 | 881.0116 | 881.0116 | 881.0116 |
Max Trade Drawdown | -84335 | -58502 | -97907 | -1837081 | -1133191 | -2998520 |
Profit Factor | 2.5679 | 4.8446 | 1.1531 | 1.3748 | 2.8624 | 0.5777 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 44.0476 | 47.619 | 40.4762 | 44.0476 | 47.619 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.262 | 5.3291 | 1.6957 | 1.7464 | 3.1486 | 0.8495 |
Largest Winning Trade | 301706 | 301706 | 58375 | 2726365 | 2726365 | 558342 |
Largest Losing Trade | -59996 | -25719 | -59996 | -1553519 | -495034 | -1553519 |
Avg Bars in Trades | 83 | 81 | 86 | 83 | 81 | 86 |
Avg Bars in Winners | 120 | 117 | 123 | 120 | 117 | 123 |
Avg Bars in Losers | 54 | 47 | 60 | 54 | 47 | 60 |
Bars Traded | 7026 | 3405 | 3620 | 7026 | 3405 | 3620 |
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 | -154028 | -150193 | -388743 | -19627 | 396471 | -584438 |
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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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