Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673725.0947 | 703138.7626 | -29413.6679 | 1141844.529 | 5271524.3239 | -4129679.7949 |
Total P&L (%) | 673.7251 | 703.1388 | -29.4137 | 1141.8445 | 5271.5243 | -4129.6798 |
Avg Daily Profit (%) | 0.2687 | 0.2804 | -0.0117 | 0.1005 | 0.159 | 0 |
Buy And Hold Return (%) | 1909.0455 | 1909.0455 | 1909.0455 | 1909.0455 | 1909.0455 | 1909.0455 |
Max Trade Drawdown | -130102 | -44071 | -129165 | -7070223 | -1981273 | -7015019 |
Profit Factor | 2.1998 | 4.926 | 0.9231 | 1.0649 | 2.0792 | 0.675 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 45.122 | 51.2195 | 39.0244 | 45.122 | 51.2195 | 39.0244 |
Ratio Avg Win / Avg Loss | 2.6755 | 4.6914 | 1.4423 | 1.2952 | 1.9802 | 1.0546 |
Largest Winning Trade | 237698 | 237698 | 53460 | 3098395 | 3098395 | 1968333 |
Largest Losing Trade | -64122 | -23865 | -64122 | -4510194 | -1981273 | -4510194 |
Avg Bars in Trades | 118 | 101 | 135 | 118 | 101 | 135 |
Avg Bars in Winners | 188 | 148 | 240 | 188 | 148 | 240 |
Avg Bars in Losers | 61 | 51 | 69 | 61 | 51 | 69 |
Bars Traded | 9717 | 4143 | 5573 | 9717 | 4143 | 5573 |
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 | -163641 | -149118 | -583343 | -383942 | 306391 | -583343 |
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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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