Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795858.5108 | 746023.9586 | 49834.5522 | 3128978.6334 | 6197312.5443 | -3068333.9109 |
Total P&L (%) | 795.8585 | 746.024 | 49.8346 | 3128.9786 | 6197.3125 | -3068.3339 |
Avg Daily Profit (%) | 0.3183 | 0.2984 | 0.0199 | 0.1391 | 0.1658 | 0 |
Buy And Hold Return (%) | 950.0317 | 950.0317 | 950.0317 | 950.0317 | 950.0317 | 950.0317 |
Max Trade Drawdown | -134281 | -66193 | -116062 | -4397375 | -2503708 | -5720318 |
Profit Factor | 2.8632 | 5.7302 | 1.185 | 1.2427 | 2.2885 | 0.6204 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 47.7612 | 50 | 45.4545 | 47.7612 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.1316 | 5.7302 | 1.422 | 1.3592 | 2.2885 | 0.7444 |
Largest Winning Trade | 312832 | 312832 | 57715 | 4514020 | 4514020 | 1688174 |
Largest Losing Trade | -60138 | -20998 | -60138 | -2333398 | -869634 | -2333398 |
Avg Bars in Trades | 141 | 140 | 141 | 141 | 140 | 141 |
Avg Bars in Winners | 189 | 188 | 190 | 189 | 188 | 190 |
Avg Bars in Losers | 97 | 93 | 101 | 97 | 93 | 101 |
Bars Traded | 9469 | 4784 | 4685 | 9469 | 4784 | 4685 |
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 | -273410 | -148585 | -350866 | -132223 | 423633 | -582570 |
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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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