Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953517.8789 | 810684.6152 | 142833.2637 | 13542990.2567 | 14473502.3621 | -930512.1053 |
Total P&L (%) | 953.5179 | 810.6846 | 142.8333 | 13542.9903 | 14473.5024 | -930.5121 |
Avg Daily Profit (%) | 0.3811 | 0.324 | 0.0571 | 0.1967 | 0.1993 | 0 |
Buy And Hold Return (%) | 807.4477 | 807.4477 | 807.4477 | 807.4477 | 807.4477 | 807.4477 |
Max Trade Drawdown | -118390 | -99449 | -76467 | -2509112 | -1084909 | -1949283 |
Profit Factor | 3.3843 | 5.0747 | 1.7107 | 2.983 | 6.38 | 0.7752 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 59.4203 | 58.8235 | 60 | 59.4203 | 58.8235 | 60 |
Ratio Avg Win / Avg Loss | 2.3112 | 3.5523 | 1.1405 | 2.0372 | 4.466 | 0.5168 |
Largest Winning Trade | 311053 | 311053 | 62156 | 8522186 | 8522186 | 752388 |
Largest Losing Trade | -76467 | -37982 | -76467 | -1766126 | -742985 | -1766126 |
Avg Bars in Trades | 68 | 80 | 57 | 68 | 80 | 57 |
Avg Bars in Winners | 78 | 83 | 73 | 78 | 83 | 73 |
Avg Bars in Losers | 54 | 76 | 31 | 54 | 76 | 31 |
Bars Traded | 4737 | 2742 | 1995 | 4737 | 2742 | 1995 |
Profit Streak | 0 | 135.7257 | 0 | 0 | 135.7257 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -198218 | -145887 | -279049 | -91072 | 657220 | -579491 |
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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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