Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751911.5108 | 696663.1127 | 55248.3981 | 2394651.025 | 5595250.34 | -3200599.315 |
Total P&L (%) | 751.9115 | 696.6631 | 55.2484 | 2394.651 | 5595.2503 | -3200.5993 |
Avg Daily Profit (%) | 0.3007 | 0.2786 | 0.0221 | 0.1287 | 0.1618 | 0 |
Buy And Hold Return (%) | 738.2044 | 738.2044 | 738.2044 | 738.2044 | 738.2044 | 738.2044 |
Max Trade Drawdown | -102979 | -46882 | -119457 | -4224598 | -858167 | -5690998 |
Profit Factor | 2.574 | 4.6182 | 1.1937 | 1.2293 | 2.7138 | 0.554 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 50.6329 | 48.7179 | 52.5 | 50.6329 | 48.7179 | 52.5 |
Ratio Avg Win / Avg Loss | 2.5096 | 4.8613 | 1.08 | 1.1986 | 2.8566 | 0.5012 |
Largest Winning Trade | 314971 | 314971 | 48802 | 3404729 | 3404729 | 710890 |
Largest Losing Trade | -65012 | -31711 | -65012 | -3449269 | -777888 | -3449269 |
Avg Bars in Trades | 122 | 124 | 121 | 122 | 124 | 121 |
Avg Bars in Winners | 144 | 153 | 135 | 144 | 153 | 135 |
Avg Bars in Losers | 101 | 97 | 105 | 101 | 97 | 105 |
Bars Traded | 9713 | 4872 | 4841 | 9713 | 4872 | 4841 |
Profit Streak | 0 | 166.2913 | 0 | 0 | 166.2913 | 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 | -177389 | -149064 | -336189 | -55175 | 481602 | -580425 |
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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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