Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976094.226 | 863041.2946 | 113052.9315 | 4093779.1752 | 3749909.9121 | 343869.2631 |
Total P&L (%) | 976.0942 | 863.0413 | 113.0529 | 4093.7792 | 3749.9099 | 343.8693 |
Avg Daily Profit (%) | 0.537 | 0.4748 | 0.0622 | 0.2058 | 0.201 | 0.082 |
Buy And Hold Return (%) | 164.9306 | 164.9306 | 164.9306 | 164.9306 | 164.9306 | 164.9306 |
Max Trade Drawdown | -122163 | -95779 | -72042 | -12414915 | -9393997 | -4620472 |
Profit Factor | 3.2618 | 4.718 | 1.5669 | 1.1928 | 1.3054 | 1.0384 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 41.2698 | 35.4839 | 46.875 | 41.2698 | 35.4839 | 46.875 |
Ratio Avg Win / Avg Loss | 4.6417 | 8.5782 | 1.7758 | 1.6975 | 2.3734 | 1.1769 |
Largest Winning Trade | 354184 | 354184 | 73315 | 7901984 | 7901984 | 1734237 |
Largest Losing Trade | -38662 | -38662 | -29532 | -5192919 | -5192919 | -3055594 |
Avg Bars in Trades | 110 | 109 | 110 | 110 | 109 | 110 |
Avg Bars in Winners | 161 | 192 | 138 | 161 | 192 | 138 |
Avg Bars in Losers | 74 | 64 | 86 | 74 | 64 | 86 |
Bars Traded | 6941 | 3403 | 3538 | 6941 | 3403 | 3538 |
Profit Streak | 0 | 122.5033 | 0 | 0 | 122.5033 | 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 | -138240 | 420360 | -274080 | -153918 | 149573 | -269294 |
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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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