Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805313.5896 | 724858.3083 | 80455.2814 | 4061050.8335 | 9185164.8677 | -5124114.0342 |
Total P&L (%) | 805.3136 | 724.8583 | 80.4553 | 4061.0508 | 9185.1649 | -5124.114 |
Avg Daily Profit (%) | 0.3221 | 0.2899 | 0.0322 | 0.1492 | 0.1814 | 0 |
Buy And Hold Return (%) | 756.9141 | 756.9141 | 756.9141 | 756.9141 | 756.9141 | 756.9141 |
Max Trade Drawdown | -86093 | -45890 | -102619 | -5834769 | -1781549 | -8384122 |
Profit Factor | 2.7682 | 4.6508 | 1.3132 | 1.2545 | 2.724 | 0.518 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 48.6486 | 48.6486 | 48.6486 | 48.6486 | 48.6486 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.9219 | 4.9092 | 1.3861 | 1.3242 | 2.8754 | 0.5468 |
Largest Winning Trade | 310149 | 310149 | 47905 | 6712775 | 6712775 | 1078212 |
Largest Losing Trade | -61609 | -24188 | -61609 | -4141905 | -1154981 | -4141905 |
Avg Bars in Trades | 132 | 135 | 129 | 132 | 135 | 129 |
Avg Bars in Winners | 156 | 158 | 155 | 156 | 158 | 155 |
Avg Bars in Losers | 109 | 113 | 105 | 109 | 113 | 105 |
Bars Traded | 9806 | 5001 | 4805 | 9806 | 5001 | 4805 |
Profit Streak | 0 | 169.2527 | 0 | 0 | 169.2527 | 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 | -200823 | -148985 | -316038 | -64022 | 486851 | -581298 |
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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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