Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927383.4763 | 792920.6132 | 134462.8631 | 7716241.3261 | 10434116.7182 | -2717875.3921 |
Total P&L (%) | 927.3835 | 792.9206 | 134.4629 | 7716.2413 | 10434.1167 | -2717.8754 |
Avg Daily Profit (%) | 0.5088 | 0.435 | 0.0738 | 0.2394 | 0.2558 | 0 |
Buy And Hold Return (%) | 240.0493 | 240.0493 | 240.0493 | 240.0493 | 240.0493 | 240.0493 |
Max Trade Drawdown | -86795 | -49620 | -71884 | -9440410 | -4335184 | -8252837 |
Profit Factor | 3.0823 | 4.94 | 1.5508 | 1.3062 | 1.9943 | 0.8152 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 35.2 | 37.0968 | 33.3333 | 35.2 | 37.0968 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.6743 | 8.3766 | 3.1016 | 2.4046 | 3.3817 | 1.6304 |
Largest Winning Trade | 385770 | 385770 | 65408 | 7143146 | 7143146 | 2637767 |
Largest Losing Trade | -18829 | -18288 | -18829 | -2900314 | -1340895 | -2900314 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 124 | 112 | 138 | 124 | 112 | 138 |
Avg Bars in Losers | 18 | 14 | 21 | 18 | 14 | 21 |
Bars Traded | 6960 | 3162 | 3798 | 6960 | 3162 | 3798 |
Profit Streak | 0 | 46.5877 | 0 | 0 | 46.5877 | 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 | 316730 | -143961 | -410937 | 150600 | -146613 | -731439 |
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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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