Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703942.7133 | 599645.3785 | 104297.3349 | 6097588.243 | 6133631.5343 | -36043.2913 |
Total P&L (%) | 703.9427 | 599.6454 | 104.2973 | 6097.5882 | 6133.6315 | -36.0433 |
Avg Daily Profit (%) | 0.2815 | 0.2398 | 0.0417 | 0.1652 | 0.1654 | -0.0179 |
Buy And Hold Return (%) | 936.9145 | 936.9145 | 936.9145 | 936.9145 | 936.9145 | 936.9145 |
Max Trade Drawdown | -33503 | -45660 | -25878 | -372796 | -304118 | -565245 |
Profit Factor | 4.2067 | 5.7461 | 2.1193 | 5.3785 | 13.2016 | 0.9595 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 48.6842 | 52.6316 | 44.7368 | 48.6842 | 52.6316 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.434 | 5.1715 | 2.618 | 5.6692 | 11.8815 | 1.1853 |
Largest Winning Trade | 329577 | 329577 | 36723 | 4140718 | 4140718 | 193723 |
Largest Losing Trade | -26104 | -26104 | -10170 | -372796 | -111922 | -372796 |
Avg Bars in Trades | 96 | 171 | 22 | 96 | 171 | 22 |
Avg Bars in Winners | 136 | 225 | 30 | 136 | 225 | 30 |
Avg Bars in Losers | 59 | 110 | 15 | 59 | 110 | 15 |
Bars Traded | 7351 | 6505 | 846 | 7351 | 6505 | 846 |
Profit Streak | 0 | 323.9908 | 0 | 0 | 323.9908 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204119 | -147358 | -300692 | -38804 | 636031 | -580867 |
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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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