Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887767.6254 | 763890.5827 | 123877.0427 | 7887677.3355 | 15589999.619 | -7702322.2834 |
Total P&L (%) | 887.7676 | 763.8906 | 123.877 | 7887.6773 | 15589.9996 | -7702.3223 |
Avg Daily Profit (%) | 0.3551 | 0.3056 | 0.0496 | 0.1754 | 0.2024 | 0 |
Buy And Hold Return (%) | 717.5009 | 717.5009 | 717.5009 | 717.5009 | 717.5009 | 717.5009 |
Max Trade Drawdown | -82524 | -79594 | -78827 | -13267591 | -5212235 | -13315125 |
Profit Factor | 3.729 | 4.9566 | 1.9367 | 1.3464 | 2.8961 | 0.4705 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 61.194 | 60.6061 | 61.7647 | 61.194 | 60.6061 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.3647 | 3.2218 | 1.1989 | 0.8538 | 1.8824 | 0.2913 |
Largest Winning Trade | 209226 | 209226 | 63045 | 10322325 | 10322325 | 1251124 |
Largest Losing Trade | -78119 | -56025 | -78119 | -13267591 | -3107221 | -13267591 |
Avg Bars in Trades | 138 | 223 | 56 | 138 | 223 | 56 |
Avg Bars in Winners | 134 | 213 | 59 | 134 | 213 | 59 |
Avg Bars in Losers | 145 | 238 | 52 | 145 | 238 | 52 |
Bars Traded | 9300 | 7371 | 1929 | 9300 | 7371 | 1929 |
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 | -195271 | -127609 | -288441 | -113020 | 537768 | -579270 |
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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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