Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425736.9393 | 1413622.4412 | 12114.4981 | 307631.96 | 2570090.2252 | -2262458.2652 |
Total P&L (%) | 1425.7369 | 1413.6224 | 12.1145 | 307.632 | 2570.0902 | -2262.4583 |
Avg Daily Profit (%) | 0.7689 | 0.7624 | 0.0065 | 0.0758 | 0.1773 | 0 |
Buy And Hold Return (%) | 149.5864 | 149.5864 | 149.5864 | 149.5864 | 149.5864 | 149.5864 |
Max Trade Drawdown | -160775 | -94396 | -79077 | -3115577 | -1742621 | -2406081 |
Profit Factor | 3.2701 | 5.0068 | 1.044 | 1.0446 | 1.7483 | 0.3476 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 40.3226 | 45.1613 | 35.4839 | 40.3226 | 45.1613 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.8397 | 6.0797 | 1.8982 | 1.546 | 2.1229 | 0.632 |
Largest Winning Trade | 1203838 | 1203838 | 62548 | 3160681 | 3160681 | 284062 |
Largest Losing Trade | -59586 | -55414 | -59586 | -1125608 | -1120649 | -1125608 |
Avg Bars in Trades | 115 | 116 | 115 | 115 | 116 | 115 |
Avg Bars in Winners | 127 | 100 | 161 | 127 | 100 | 161 |
Avg Bars in Losers | 107 | 128 | 89 | 107 | 128 | 89 |
Bars Traded | 7166 | 3600 | 3566 | 7166 | 3600 | 3566 |
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 | -143389 | 674014 | -526561 | -431168 | 332515 | -586463 |
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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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