Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970644.5906 | 866010.859 | 104633.7316 | 7833410.0545 | 4725821.8203 | 3107588.2343 |
Total P&L (%) | 970.6446 | 866.0109 | 104.6337 | 7833.4101 | 4725.8218 | 3107.5882 |
Avg Daily Profit (%) | 0.5322 | 0.4748 | 0.0574 | 0.2401 | 0.2128 | 0.1903 |
Buy And Hold Return (%) | 893.1136 | 893.1136 | 893.1136 | 893.1136 | 893.1136 | 893.1136 |
Max Trade Drawdown | -82366 | -82309 | -55348 | -3947355 | -2778445 | -2483287 |
Profit Factor | 2.899 | 4.6515 | 1.3819 | 1.4875 | 1.5461 | 1.4191 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.899 | 4.6515 | 1.3819 | 1.4875 | 1.5461 | 1.4191 |
Largest Winning Trade | 276754 | 276754 | 69506 | 3301495 | 2727418 | 3301495 |
Largest Losing Trade | -46356 | -31738 | -46356 | -1771475 | -1709482 | -1771475 |
Avg Bars in Trades | 102 | 91 | 113 | 102 | 91 | 113 |
Avg Bars in Winners | 139 | 115 | 163 | 139 | 115 | 163 |
Avg Bars in Losers | 65 | 67 | 62 | 65 | 67 | 62 |
Bars Traded | 6944 | 3096 | 3848 | 6944 | 3096 | 3848 |
Profit Streak | 0 | 165.1831 | 0 | 0 | 165.1831 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235858 | -146902 | -281530 | -103890 | 383605 | 218319 |
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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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