Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683798.1081 | 622451.6605 | 61346.4476 | 3402854.8738 | 3861538.5028 | -458683.629 |
Total P&L (%) | 683.7981 | 622.4517 | 61.3464 | 3402.8549 | 3861.5385 | -458.6836 |
Avg Daily Profit (%) | 0.2726 | 0.2481 | 0.0245 | 0.1419 | 0.1468 | 0 |
Buy And Hold Return (%) | 557.1492 | 557.1492 | 557.1492 | 557.1492 | 557.1492 | 557.1492 |
Max Trade Drawdown | -54865 | -65246 | -43677 | -1341936 | -746967 | -1028738 |
Profit Factor | 3.3558 | 4.4625 | 1.5552 | 1.9824 | 2.8511 | 0.6671 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 47.619 | 48.3871 | 46.875 | 47.619 | 48.3871 | 46.875 |
Ratio Avg Win / Avg Loss | 3.6914 | 4.76 | 1.7626 | 2.1806 | 3.0412 | 0.7561 |
Largest Winning Trade | 352818 | 352818 | 45330 | 3373547 | 3373547 | 327663 |
Largest Losing Trade | -30083 | -30083 | -12997 | -606855 | -606855 | -274016 |
Avg Bars in Trades | 76 | 123 | 31 | 76 | 123 | 31 |
Avg Bars in Winners | 104 | 162 | 47 | 104 | 162 | 47 |
Avg Bars in Losers | 51 | 88 | 17 | 51 | 88 | 17 |
Bars Traded | 4847 | 3842 | 1005 | 4847 | 3842 | 1005 |
Profit Streak | 0 | 127.0749 | 0 | 0 | 127.0749 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -231908 | -113563 | -324470 | -151990 | 309984 | -582025 |
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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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