Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844387.1066 | 760791.3328 | 83595.7738 | 5083446.6518 | 5961536.663 | -878090.0112 |
Total P&L (%) | 844.3871 | 760.7913 | 83.5958 | 5083.4467 | 5961.5367 | -878.09 |
Avg Daily Profit (%) | 0.3377 | 0.3043 | 0.0334 | 0.158 | 0.1643 | 0 |
Buy And Hold Return (%) | 918.8596 | 918.8596 | 918.8596 | 918.8596 | 918.8596 | 918.8596 |
Max Trade Drawdown | -90916 | -42761 | -73094 | -2454570 | -1857960 | -2353419 |
Profit Factor | 2.2796 | 3.536 | 1.2323 | 1.3756 | 1.8299 | 0.8617 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 46.0606 | 44.5783 | 47.561 | 46.0606 | 44.5783 | 47.561 |
Ratio Avg Win / Avg Loss | 2.6695 | 4.3961 | 1.3587 | 1.6109 | 2.2751 | 0.9501 |
Largest Winning Trade | 316395 | 316395 | 47752 | 4161075 | 4161075 | 710421 |
Largest Losing Trade | -36974 | -19849 | -36974 | -1331925 | -1331925 | -847139 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 59 | 61 | 58 | 59 | 61 | 58 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 7308 | 3550 | 3758 | 7308 | 3550 | 3758 |
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 | -152890 | -152567 | -319742 | 276835 | 303221 | -586184 |
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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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