Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806390.8237 | 724015.7602 | 82375.0635 | 4663240.6994 | 7944607.6027 | -3281366.9033 |
Total P&L (%) | 806.3908 | 724.0158 | 82.3751 | 4663.2407 | 7944.6076 | -3281.3669 |
Avg Daily Profit (%) | 0.3225 | 0.2895 | 0.0329 | 0.1546 | 0.1756 | 0 |
Buy And Hold Return (%) | 830.9522 | 830.9522 | 830.9522 | 830.9522 | 830.9522 | 830.9522 |
Max Trade Drawdown | -78360 | -48611 | -82223 | -4105984 | -1770693 | -5235191 |
Profit Factor | 2.971 | 5.1918 | 1.3484 | 1.3792 | 2.6757 | 0.5657 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 50.7042 | 51.4286 | 50 | 50.7042 | 51.4286 | 50 |
Ratio Avg Win / Avg Loss | 2.8885 | 4.9033 | 1.3484 | 1.3409 | 2.5271 | 0.5657 |
Largest Winning Trade | 346226 | 346226 | 46624 | 5609502 | 5609502 | 708710 |
Largest Losing Trade | -63983 | -33444 | -63983 | -3030591 | -1359834 | -3030591 |
Avg Bars in Trades | 68 | 71 | 64 | 68 | 71 | 64 |
Avg Bars in Winners | 76 | 77 | 76 | 76 | 77 | 76 |
Avg Bars in Losers | 59 | 65 | 53 | 59 | 65 | 53 |
Bars Traded | 4850 | 2514 | 2336 | 4850 | 2514 | 2336 |
Profit Streak | 0 | 170.3068 | 0 | 0 | 170.3068 | 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 | -242205 | -147895 | -314282 | -83893 | 506777 | -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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