Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732075.6461 | 684225.3683 | 47850.2778 | 1809379.3139 | 4420754.1118 | -2611374.798 |
Total P&L (%) | 732.0756 | 684.2254 | 47.8503 | 1809.3793 | 4420.7541 | -2611.3748 |
Avg Daily Profit (%) | 0.2927 | 0.2736 | 0.0191 | 0.118 | 0.1525 | 0 |
Buy And Hold Return (%) | 672.2485 | 672.2485 | 672.2485 | 672.2485 | 672.2485 | 672.2485 |
Max Trade Drawdown | -112604 | -43042 | -131893 | -3461485 | -1218304 | -4614157 |
Profit Factor | 2.5411 | 5.1214 | 1.1548 | 1.1939 | 2.5183 | 0.5931 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.0548 | 54.0541 | 50 | 52.0548 | 54.0541 | 50 |
Ratio Avg Win / Avg Loss | 2.3405 | 4.3532 | 1.1548 | 1.0997 | 2.1406 | 0.5931 |
Largest Winning Trade | 309753 | 309753 | 54707 | 2267949 | 2267949 | 1095043 |
Largest Losing Trade | -70295 | -22177 | -70295 | -2337704 | -493687 | -2337704 |
Avg Bars in Trades | 67 | 63 | 70 | 67 | 63 | 70 |
Avg Bars in Winners | 90 | 89 | 92 | 90 | 89 | 92 |
Avg Bars in Losers | 41 | 33 | 48 | 41 | 33 | 48 |
Bars Traded | 4891 | 2351 | 2540 | 4891 | 2351 | 2540 |
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 | -200426 | -143153 | -383271 | -121652 | 456503 | -580780 |
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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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