Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728593.2711 | 654742.3611 | 73850.91 | 3974748.7118 | 3998011.2767 | -23262.5649 |
Total P&L (%) | 728.5933 | 654.7424 | 73.8509 | 3974.7487 | 3998.0113 | -23.2626 |
Avg Daily Profit (%) | 0.2914 | 0.2619 | 0.0295 | 0.1484 | 0.1486 | -0.0106 |
Buy And Hold Return (%) | 831.0922 | 831.0922 | 831.0922 | 831.0922 | 831.0922 | 831.0922 |
Max Trade Drawdown | -98362 | -77918 | -66041 | -729312 | -460822 | -1080199 |
Profit Factor | 2.1064 | 3.2287 | 1.2025 | 1.8419 | 3.4192 | 0.9924 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 54.4776 | 56.7164 | 52.2388 | 54.4776 | 56.7164 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.7601 | 2.464 | 1.0994 | 1.5391 | 2.6094 | 0.9074 |
Largest Winning Trade | 303854 | 303854 | 57370 | 1860074 | 1860074 | 714958 |
Largest Losing Trade | -40890 | -40890 | -33321 | -708824 | -388978 | -708824 |
Avg Bars in Trades | 52 | 70 | 33 | 52 | 70 | 33 |
Avg Bars in Winners | 55 | 71 | 39 | 55 | 71 | 39 |
Avg Bars in Losers | 47 | 69 | 28 | 47 | 69 | 28 |
Bars Traded | 6988 | 4725 | 2263 | 6988 | 4725 | 2263 |
Profit Streak | 0 | 218.4459 | 0 | 0 | 218.4459 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152017 | -265467 | -436105 | 301043 | -103627 | -697168 |
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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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