Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691163.407 | 652675.3134 | 38488.0936 | 907001.7741 | 7705950.1152 | -6798948.3412 |
Total P&L (%) | 691.1634 | 652.6753 | 38.4881 | 907.0018 | 7705.9501 | -6798.9483 |
Avg Daily Profit (%) | 0.2764 | 0.261 | 0.0154 | 0.0924 | 0.1744 | 0 |
Buy And Hold Return (%) | 886.5398 | 886.5398 | 886.5398 | 886.5398 | 886.5398 | 886.5398 |
Max Trade Drawdown | -174786 | -65767 | -152258 | -4752124 | -485228 | -7726983 |
Profit Factor | 2.4296 | 6.377 | 1.1063 | 1.09 | 9.8629 | 0.2615 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 59.6774 | 64.5161 | 54.8387 | 59.6774 | 64.5161 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.6416 | 3.5073 | 0.9111 | 0.7365 | 5.4246 | 0.2154 |
Largest Winning Trade | 168331 | 168331 | 65668 | 3356840 | 3356840 | 752729 |
Largest Losing Trade | -77510 | -40272 | -77510 | -3852762 | -329007 | -3852762 |
Avg Bars in Trades | 72 | 82 | 61 | 72 | 82 | 61 |
Avg Bars in Winners | 89 | 91 | 87 | 89 | 91 | 87 |
Avg Bars in Losers | 46 | 67 | 30 | 46 | 67 | 30 |
Bars Traded | 4486 | 2572 | 1914 | 4486 | 2572 | 1914 |
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 | -309703 | -146848 | -442741 | -508197 | 654809 | -580190 |
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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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