Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931478.7723 | 795944.2536 | 135534.5187 | 15075505.9709 | 23120791.6254 | -8045285.6545 |
Total P&L (%) | 931.4788 | 795.9443 | 135.5345 | 15075.506 | 23120.7916 | -8045.2857 |
Avg Daily Profit (%) | 0.3725 | 0.3183 | 0.0542 | 0.2011 | 0.2181 | 0 |
Buy And Hold Return (%) | 786.0928 | 786.0928 | 786.0928 | 786.0928 | 786.0928 | 786.0928 |
Max Trade Drawdown | -76653 | -37752 | -56326 | -14024115 | -4610094 | -11733284 |
Profit Factor | 3.3365 | 5.8448 | 1.5783 | 1.6287 | 3.6631 | 0.474 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 56.5217 | 55.8824 | 57.1429 | 56.5217 | 55.8824 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.5665 | 4.6143 | 1.1837 | 1.2529 | 2.8919 | 0.3555 |
Largest Winning Trade | 358981 | 358981 | 46893 | 19451998 | 19451998 | 1230137 |
Largest Losing Trade | -48617 | -29923 | -48617 | -8803385 | -3331049 | -8803385 |
Avg Bars in Trades | 105 | 115 | 95 | 105 | 115 | 95 |
Avg Bars in Winners | 115 | 119 | 110 | 115 | 119 | 110 |
Avg Bars in Losers | 92 | 111 | 74 | 92 | 111 | 74 |
Bars Traded | 7269 | 3941 | 3328 | 7269 | 3941 | 3328 |
Profit Streak | 0 | 120.989 | 0 | 0 | 120.989 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197501 | -143104 | -283607 | -95134 | 587429 | -579861 |
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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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