Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858864.4558 | 748120.3147 | 110744.1412 | 8086567.8559 | 13089505.5888 | -5002937.733 |
Total P&L (%) | 858.8645 | 748.1203 | 110.7441 | 8086.5679 | 13089.5056 | -5002.9377 |
Avg Daily Profit (%) | 0.3435 | 0.2992 | 0.0443 | 0.1763 | 0.1954 | 0 |
Buy And Hold Return (%) | 834.6024 | 834.6024 | 834.6024 | 834.6024 | 834.6024 | 834.6024 |
Max Trade Drawdown | -91516 | -31474 | -102923 | -7412021 | -1833524 | -10075478 |
Profit Factor | 3.2703 | 5.7954 | 1.4982 | 1.4523 | 3.323 | 0.5913 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 55.0725 | 52.9412 | 57.1429 | 55.0725 | 52.9412 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.6679 | 5.1514 | 1.1236 | 1.1848 | 2.9537 | 0.4435 |
Largest Winning Trade | 339544 | 339544 | 48083 | 7788790 | 7788790 | 1097435 |
Largest Losing Trade | -64253 | -31268 | -64253 | -6236370 | -1453682 | -6236370 |
Avg Bars in Trades | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Winners | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Losers | 60 | 67 | 52 | 60 | 67 | 52 |
Bars Traded | 4846 | 2495 | 2351 | 4846 | 2495 | 2351 |
Profit Streak | 0 | 165.7442 | 0 | 0 | 165.7442 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -246560 | -147183 | -297320 | -96492 | 564579 | -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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