Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782896.7569 | 717759.0685 | 65137.6884 | 3619412.2044 | 10874570.5296 | -7255158.3253 |
Total P&L (%) | 782.8968 | 717.7591 | 65.1377 | 3619.4122 | 10874.5705 | -7255.1583 |
Avg Daily Profit (%) | 0.3759 | 0.3446 | 0.0313 | 0.1738 | 0.2258 | 0 |
Buy And Hold Return (%) | 1204.1335 | 1204.1335 | 1204.1335 | 1204.1335 | 1204.1335 | 1204.1335 |
Max Trade Drawdown | -121814 | -61561 | -139300 | -10034355 | -3141545 | -12441072 |
Profit Factor | 2.9274 | 5.1816 | 1.2777 | 1.1543 | 2.3782 | 0.5341 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 49.2958 | 45.7143 | 52.7778 | 49.2958 | 45.7143 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.011 | 6.1531 | 1.1432 | 1.1872 | 2.8242 | 0.4779 |
Largest Winning Trade | 358257 | 358257 | 49045 | 7516916 | 7516916 | 1524465 |
Largest Losing Trade | -64640 | -25056 | -64640 | -7825791 | -1753437 | -7825791 |
Avg Bars in Trades | 342 | 345 | 339 | 342 | 345 | 339 |
Avg Bars in Winners | 449 | 459 | 440 | 449 | 459 | 440 |
Avg Bars in Losers | 238 | 249 | 227 | 238 | 249 | 227 |
Bars Traded | 24313 | 12081 | 12232 | 24313 | 12081 | 12232 |
Profit Streak | 0 | 168.1299 | 0 | 0 | 168.1299 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -242198 | -149284 | -316578 | -137685 | 434869 | -580420 |
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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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