Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592614.3092 | 548757.1446 | 43857.1646 | 1451725.1932 | 9222623.2898 | -7770898.0966 |
Total P&L (%) | 592.6143 | 548.7571 | 43.8572 | 1451.7252 | 9222.6233 | -7770.8981 |
Avg Daily Profit (%) | 0.237 | 0.2194 | 0.0175 | 0.1097 | 0.1815 | 0 |
Buy And Hold Return (%) | 878.1691 | 878.1691 | 878.1691 | 878.1691 | 878.1691 | 878.1691 |
Max Trade Drawdown | -131348 | -73337 | -130843 | -9208169 | -839234 | -9345150 |
Profit Factor | 2.2151 | 4.5852 | 1.1311 | 1.1027 | 5.5146 | 0.3574 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 59.2105 | 63.1579 | 55.2632 | 59.2105 | 63.1579 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.526 | 2.6747 | 0.9156 | 0.7596 | 3.2168 | 0.2893 |
Largest Winning Trade | 108402 | 108402 | 52742 | 5363729 | 5363729 | 958093 |
Largest Losing Trade | -73835 | -49986 | -73835 | -4710212 | -839234 | -4710212 |
Avg Bars in Trades | 90 | 97 | 84 | 90 | 97 | 84 |
Avg Bars in Winners | 103 | 96 | 111 | 103 | 96 | 111 |
Avg Bars in Losers | 71 | 98 | 50 | 71 | 98 | 50 |
Bars Traded | 6882 | 3688 | 3194 | 6882 | 3688 | 3194 |
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 | -205514 | -148364 | -412532 | -216842 | 639748 | -580082 |
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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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