Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728101.2849 | 718843.8416 | 9257.4433 | 525945.3931 | 4040794.6162 | -3514849.2231 |
Total P&L (%) | 728.1013 | 718.8438 | 9.2574 | 525.9454 | 4040.7946 | -3514.8492 |
Avg Daily Profit (%) | 0.403 | 0.3979 | 0.0051 | 0.1016 | 0.2063 | 0 |
Buy And Hold Return (%) | 249.425 | 249.425 | 249.425 | 249.425 | 249.425 | 249.425 |
Max Trade Drawdown | -198198 | -97275 | -131687 | -6000612 | -3424451 | -4387522 |
Profit Factor | 2.2682 | 3.8295 | 1.0289 | 1.0343 | 1.5551 | 0.5632 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.6685 | 4.5053 | 1.2105 | 1.2168 | 1.8295 | 0.6625 |
Largest Winning Trade | 393381 | 393381 | 60907 | 3478314 | 3478314 | 1003004 |
Largest Losing Trade | -46523 | -37519 | -46523 | -1714480 | -1654933 | -1714480 |
Avg Bars in Trades | 143 | 130 | 155 | 143 | 130 | 155 |
Avg Bars in Winners | 171 | 168 | 173 | 171 | 168 | 173 |
Avg Bars in Losers | 119 | 98 | 140 | 119 | 98 | 140 |
Bars Traded | 10597 | 4836 | 5761 | 10597 | 4836 | 5761 |
Profit Streak | 0 | 44.4607 | 0 | 0 | 44.4607 | 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 | -59446 | 447605 | -542033 | -316247 | 353850 | -582349 |
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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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