Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819342.2807 | 737901.3154 | 81440.9654 | 2627517.9086 | 10758704.3279 | -8131186.4193 |
Total P&L (%) | 819.3423 | 737.9013 | 81.441 | 2627.5179 | 10758.7043 | -8131.1864 |
Avg Daily Profit (%) | 0.4536 | 0.4085 | 0.0451 | 0.1832 | 0.2598 | 0 |
Buy And Hold Return (%) | 263.0234 | 263.0234 | 263.0234 | 263.0234 | 263.0234 | 263.0234 |
Max Trade Drawdown | -149217 | -90093 | -85047 | -14363085 | -5911860 | -10638492 |
Profit Factor | 3.0647 | 5.8438 | 1.3331 | 1.0937 | 2.2593 | 0.5827 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 56.25 | 56.25 | 56.25 | 56.25 | 56.25 | 56.25 |
Ratio Avg Win / Avg Loss | 2.3837 | 4.5452 | 1.0369 | 0.8507 | 1.7572 | 0.4532 |
Largest Winning Trade | 354510 | 354510 | 69440 | 5471840 | 5471840 | 2099572 |
Largest Losing Trade | -48766 | -27962 | -48766 | -6284943 | -1453077 | -6284943 |
Avg Bars in Trades | 165 | 139 | 191 | 165 | 139 | 191 |
Avg Bars in Winners | 207 | 159 | 254 | 207 | 159 | 254 |
Avg Bars in Losers | 112 | 113 | 111 | 112 | 113 | 111 |
Bars Traded | 10598 | 4455 | 6143 | 10598 | 4455 | 6143 |
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 | -129638 | 566174 | -297410 | -253871 | 490589 | -580000 |
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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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