Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865930.1742 | 909861.4765 | -43931.3022 | 3675416.6322 | 12976678.3267 | -9301261.6945 |
Total P&L (%) | 865.9302 | 909.8615 | -43.9313 | 3675.4166 | 12976.6783 | -9301.2617 |
Avg Daily Profit (%) | 0.4635 | 0.4871 | -0.0235 | 0.1946 | 0.2612 | 0 |
Buy And Hold Return (%) | 4548.0447 | 4548.0447 | 4548.0447 | 4548.0447 | 4548.0447 | 4548.0447 |
Max Trade Drawdown | -96391 | -34094 | -136027 | -9354079 | -2707376 | -12126208 |
Profit Factor | 2.8359 | 6.6603 | 0.8587 | 1.1497 | 2.5915 | 0.4325 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 39.6825 | 45.1613 | 34.375 | 39.6825 | 45.1613 | 34.375 |
Ratio Avg Win / Avg Loss | 4.3106 | 8.0875 | 1.6393 | 1.7476 | 3.1468 | 0.8257 |
Largest Winning Trade | 334047 | 334047 | 59704 | 5984888 | 5984888 | 1949776 |
Largest Losing Trade | -34854 | -23020 | -34854 | -2572934 | -969025 | -2572934 |
Avg Bars in Trades | 348 | 198 | 494 | 348 | 198 | 494 |
Avg Bars in Winners | 627 | 343 | 987 | 627 | 343 | 987 |
Avg Bars in Losers | 165 | 78 | 236 | 165 | 78 | 236 |
Bars Traded | 21979 | 6145 | 15834 | 21979 | 6145 | 15834 |
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 | -305364 | -148679 | -584108 | -367775 | 300217 | -586886 |
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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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