Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898045.3402 | 795247.6005 | 102797.7397 | 9424343.4044 | 9541379.4566 | -117036.0522 |
Total P&L (%) | 898.0453 | 795.2476 | 102.7977 | 9424.3434 | 9541.3795 | -117.0361 |
Avg Daily Profit (%) | 0.3592 | 0.3181 | 0.0411 | 0.1824 | 0.1829 | 0 |
Buy And Hold Return (%) | 815.9727 | 815.9727 | 815.9727 | 815.9727 | 815.9727 | 815.9727 |
Max Trade Drawdown | -71241 | -56233 | -67735 | -2083523 | -1239339 | -3199923 |
Profit Factor | 2.6024 | 4.0959 | 1.3386 | 1.9211 | 3.1346 | 0.9797 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Losing Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Profitability (%) | 45.3237 | 50 | 40.5797 | 45.3237 | 50 | 40.5797 |
Ratio Avg Win / Avg Loss | 3.1394 | 4.0959 | 1.9601 | 2.3176 | 3.1346 | 1.4345 |
Largest Winning Trade | 357592 | 357592 | 50679 | 6087612 | 6087612 | 1846759 |
Largest Losing Trade | -29913 | -23647 | -29913 | -2083523 | -1239339 | -2083523 |
Avg Bars in Trades | 52 | 54 | 49 | 52 | 54 | 49 |
Avg Bars in Winners | 76 | 73 | 80 | 76 | 73 | 80 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 7265 | 3832 | 3434 | 7265 | 3832 | 3434 |
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 | -121575 | -244057 | -407955 | 363054 | -80576 | -684732 |
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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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