Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408834.0213 | 1339358.189 | 69475.8323 | 3517193.213 | 4137262.9566 | -620069.7436 |
Total P&L (%) | 1408.834 | 1339.3582 | 69.4758 | 3517.1932 | 4137.263 | -620.0697 |
Avg Daily Profit (%) | 0.7751 | 0.7369 | 0.0382 | 0.1976 | 0.2063 | 0 |
Buy And Hold Return (%) | 800.33 | 800.33 | 800.33 | 800.33 | 800.33 | 800.33 |
Max Trade Drawdown | -103533 | -74500 | -67322 | -3006835 | -2168432 | -2274901 |
Profit Factor | 3.8196 | 6.0489 | 1.2964 | 1.3017 | 1.6828 | 0.8893 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.0742 | 7.3451 | 1.2154 | 1.3885 | 2.0434 | 0.8337 |
Largest Winning Trade | 725527 | 725527 | 69688 | 3134761 | 3134761 | 733340 |
Largest Losing Trade | -44451 | -44451 | -42409 | -1235627 | -1235627 | -1190814 |
Avg Bars in Trades | 56 | 64 | 47 | 56 | 64 | 47 |
Avg Bars in Winners | 72 | 85 | 60 | 72 | 85 | 60 |
Avg Bars in Losers | 41 | 47 | 34 | 41 | 47 | 34 |
Bars Traded | 3480 | 2003 | 1476 | 3480 | 2003 | 1476 |
Profit Streak | 0 | 116.2784 | 0 | 0 | 116.2784 | 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 | -147730 | 386344 | -307385 | -152886 | 313268 | -580608 |
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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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