Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716490.3697 | 661095.2168 | 55395.1529 | 1313378.509 | 8709061.4995 | -7395682.9905 |
Total P&L (%) | 716.4904 | 661.0952 | 55.3952 | 1313.3785 | 8709.0615 | -7395.683 |
Avg Daily Profit (%) | 0.2865 | 0.2644 | 0.0222 | 0.106 | 0.1793 | 0 |
Buy And Hold Return (%) | 802.2274 | 802.2274 | 802.2274 | 802.2274 | 802.2274 | 802.2274 |
Max Trade Drawdown | -163749 | -54219 | -154102 | -5287527 | -491374 | -8288314 |
Profit Factor | 2.5187 | 6.2757 | 1.1599 | 1.1178 | 9.2751 | 0.2678 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 59.0909 | 66.6667 | 51.5152 | 59.0909 | 66.6667 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.7437 | 3.1379 | 1.0917 | 0.7738 | 4.6376 | 0.252 |
Largest Winning Trade | 165072 | 165072 | 65653 | 4172952 | 4172952 | 726109 |
Largest Losing Trade | -79354 | -40737 | -79354 | -4307824 | -376181 | -4307824 |
Avg Bars in Trades | 67 | 78 | 57 | 67 | 78 | 57 |
Avg Bars in Winners | 85 | 83 | 87 | 85 | 83 | 87 |
Avg Bars in Losers | 43 | 67 | 26 | 43 | 67 | 26 |
Bars Traded | 4486 | 2576 | 1910 | 4486 | 2576 | 1910 |
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 | -279520 | -146525 | -373529 | -280368 | 666880 | -580606 |
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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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