Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848468.6441 | 745938.3964 | 102530.2477 | 5322188.1823 | 5356220.9561 | -34032.7738 |
Total P&L (%) | 848.4686 | 745.9384 | 102.5302 | 5322.1882 | 5356.221 | -34.0328 |
Avg Daily Profit (%) | 0.339 | 0.298 | 0.041 | 0.1597 | 0.1599 | -0.0166 |
Buy And Hold Return (%) | 881.8684 | 881.8684 | 881.8684 | 881.8684 | 881.8684 | 881.8684 |
Max Trade Drawdown | -68709 | -42977 | -62470 | -2250927 | -889882 | -1407490 |
Profit Factor | 3.1131 | 5.6079 | 1.4278 | 2.2741 | 4.0944 | 0.9861 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 58.9744 | 51.2821 | 66.6667 | 58.9744 | 51.2821 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1656 | 5.3275 | 0.7139 | 1.582 | 3.8897 | 0.493 |
Largest Winning Trade | 364979 | 364979 | 42724 | 4048707 | 4048707 | 873709 |
Largest Losing Trade | -62470 | -25381 | -62470 | -1361044 | -820371 | -1361044 |
Avg Bars in Trades | 60 | 64 | 55 | 60 | 64 | 55 |
Avg Bars in Winners | 75 | 85 | 67 | 75 | 85 | 67 |
Avg Bars in Losers | 38 | 43 | 30 | 38 | 43 | 30 |
Bars Traded | 4694 | 2532 | 2161 | 4694 | 2532 | 2161 |
Profit Streak | 0 | 0 | 88.6698 | 0 | 0 | 88.6698 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187940 | -148474 | -302028 | -25957 | 518228 | -578038 |
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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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