Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763246.4173 | 732321.1232 | 30925.2942 | 1918845.3921 | 4114805.5958 | -2195960.2037 |
Total P&L (%) | 763.2464 | 732.3211 | 30.9253 | 1918.8454 | 4114.8056 | -2195.9602 |
Avg Daily Profit (%) | 0.3052 | 0.2929 | 0.0124 | 0.1203 | 0.1497 | 0 |
Buy And Hold Return (%) | 863.0945 | 863.0945 | 863.0945 | 863.0945 | 863.0945 | 863.0945 |
Max Trade Drawdown | -139860 | -79744 | -88352 | -3406037 | -2028219 | -3167183 |
Profit Factor | 2.5493 | 4.9403 | 1.1008 | 1.2214 | 2.2444 | 0.5902 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.5493 | 4.9403 | 1.1008 | 1.2214 | 2.2444 | 0.5902 |
Largest Winning Trade | 307827 | 307827 | 59603 | 3040225 | 3040225 | 890142 |
Largest Losing Trade | -52362 | -19332 | -52362 | -1638975 | -612273 | -1638975 |
Avg Bars in Trades | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Winners | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Losers | 47 | 46 | 49 | 47 | 46 | 49 |
Bars Traded | 4587 | 2335 | 2252 | 4587 | 2335 | 2252 |
Profit Streak | 76.8335 | 109.8335 | 0 | 76.8335 | 109.8335 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235200 | -148635 | -451738 | -121069 | 379524 | -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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