Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756117.9392 | 704783.2476 | 51334.6916 | 2432700.3417 | 4775253.1983 | -2342552.8565 |
Total P&L (%) | 756.1179 | 704.7832 | 51.3347 | 2432.7003 | 4775.2532 | -2342.5529 |
Avg Daily Profit (%) | 0.3024 | 0.2819 | 0.0205 | 0.1293 | 0.1556 | 0 |
Buy And Hold Return (%) | 853.0826 | 853.0826 | 853.0826 | 853.0826 | 853.0826 | 853.0826 |
Max Trade Drawdown | -85448 | -35969 | -86336 | -2283214 | -911753 | -3477522 |
Profit Factor | 2.597 | 4.5647 | 1.1862 | 1.2961 | 2.673 | 0.5631 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 52.3077 | 53.125 | 51.5152 | 52.3077 | 53.125 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.3679 | 4.0277 | 1.1164 | 1.1817 | 2.3585 | 0.53 |
Largest Winning Trade | 327581 | 327581 | 51893 | 3242790 | 3242790 | 690511 |
Largest Losing Trade | -66613 | -34419 | -66613 | -2079907 | -618717 | -2079907 |
Avg Bars in Trades | 111 | 116 | 107 | 111 | 116 | 107 |
Avg Bars in Winners | 134 | 129 | 139 | 134 | 129 | 139 |
Avg Bars in Losers | 87 | 100 | 74 | 87 | 100 | 74 |
Bars Traded | 7266 | 3712 | 3554 | 7266 | 3712 | 3554 |
Profit Streak | 0 | 166.4177 | 0 | 0 | 166.4177 | 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 | -287613 | -148224 | -346775 | -158818 | 473819 | -580606 |
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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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