Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670332.402 | 603218.3416 | 67114.0603 | 907691.4448 | 2822974.2846 | -1915282.8399 |
Total P&L (%) | 670.3324 | 603.2183 | 67.1141 | 907.6914 | 2822.9743 | -1915.2828 |
Avg Daily Profit (%) | 0.3618 | 0.3255 | 0.0362 | 0.1248 | 0.1823 | 0 |
Buy And Hold Return (%) | 22.7938 | 22.7938 | 22.7938 | 22.7938 | 22.7938 | 22.7938 |
Max Trade Drawdown | -161033 | -66640 | -118408 | -4084320 | -1071625 | -3360243 |
Profit Factor | 2.4194 | 4.2198 | 1.2356 | 1.1191 | 2.3472 | 0.6534 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 54.2169 | 45.2381 | 63.4146 | 54.2169 | 45.2381 | 63.4146 |
Ratio Avg Win / Avg Loss | 2.0431 | 5.1082 | 0.7128 | 0.945 | 2.8413 | 0.377 |
Largest Winning Trade | 330123 | 330123 | 79197 | 2465990 | 2465990 | 649413 |
Largest Losing Trade | -66510 | -23213 | -66510 | -1589738 | -241597 | -1589738 |
Avg Bars in Trades | 39 | 24 | 54 | 39 | 24 | 54 |
Avg Bars in Winners | 58 | 36 | 73 | 58 | 36 | 73 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 3257 | 1038 | 2219 | 3257 | 1038 | 2219 |
Profit Streak | 0 | 0 | 299.8886 | 0 | 0 | 299.8886 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478761 | 532898 | -146529 | -117976 | 389736 | -577656 |
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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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