Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214743.6661 | 1194549.2007 | 20194.4653 | 1579439.2187 | 2120308.991 | -540869.7723 |
Total P&L (%) | 1214.7437 | 1194.5492 | 20.1945 | 1579.4392 | 2120.309 | -540.8698 |
Avg Daily Profit (%) | 0.6677 | 0.6566 | 0.0111 | 0.1552 | 0.1706 | 0 |
Buy And Hold Return (%) | 577.7728 | 577.7728 | 577.7728 | 577.7728 | 577.7728 | 577.7728 |
Max Trade Drawdown | -128937 | -76064 | -83210 | -3957513 | -2440076 | -2029442 |
Profit Factor | 3.2286 | 5.6466 | 1.0701 | 1.1802 | 1.5029 | 0.8811 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 38.806 | 36.3636 | 41.1765 | 38.806 | 36.3636 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.0913 | 9.8815 | 1.5288 | 1.8611 | 2.6302 | 1.2587 |
Largest Winning Trade | 608208 | 608208 | 73482 | 2184575 | 2184575 | 935727 |
Largest Losing Trade | -35308 | -30355 | -35308 | -823249 | -823249 | -678507 |
Avg Bars in Trades | 105 | 99 | 111 | 105 | 99 | 111 |
Avg Bars in Winners | 182 | 161 | 200 | 182 | 161 | 200 |
Avg Bars in Losers | 56 | 63 | 49 | 56 | 63 | 49 |
Bars Traded | 7075 | 3269 | 3806 | 7075 | 3269 | 3806 |
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 | -113630 | 303943 | -489511 | -142510 | 85598 | -582559 |
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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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