Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769891.3045 | 731229.6387 | 38661.6658 | 2487909.7899 | 4893593.9791 | -2405684.1892 |
Total P&L (%) | 769.8913 | 731.2296 | 38.6617 | 2487.9098 | 4893.594 | -2405.6842 |
Avg Daily Profit (%) | 0.3079 | 0.2925 | 0.0155 | 0.1302 | 0.1565 | 0 |
Buy And Hold Return (%) | 809.7341 | 809.7341 | 809.7341 | 809.7341 | 809.7341 | 809.7341 |
Max Trade Drawdown | -134380 | -77481 | -114838 | -4966954 | -3044833 | -3775421 |
Profit Factor | 2.6173 | 5.1599 | 1.1288 | 1.2261 | 2.1042 | 0.6339 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 51.3889 | 50 | 52.7778 | 51.3889 | 50 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.4758 | 5.1599 | 1.0099 | 1.1599 | 2.1042 | 0.5671 |
Largest Winning Trade | 271560 | 271560 | 59172 | 2428179 | 2428179 | 1210197 |
Largest Losing Trade | -63905 | -30679 | -63905 | -1626049 | -1407637 | -1626049 |
Avg Bars in Trades | 95 | 101 | 88 | 95 | 101 | 88 |
Avg Bars in Winners | 112 | 121 | 105 | 112 | 121 | 105 |
Avg Bars in Losers | 76 | 82 | 70 | 76 | 82 | 70 |
Bars Traded | 6867 | 3671 | 3196 | 6867 | 3671 | 3196 |
Profit Streak | 62.4553 | 98.122 | 0 | 62.4553 | 98.122 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234864 | -148479 | -416498 | -105235 | 417152 | -580420 |
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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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