Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898739.7266 | 830380.4023 | 68359.3244 | 1882696.9635 | 2208753.2652 | -326056.3017 |
Total P&L (%) | 898.7397 | 830.3804 | 68.3593 | 1882.697 | 2208.7533 | -326.0563 |
Avg Daily Profit (%) | 0.4953 | 0.4576 | 0.0377 | 0.1648 | 0.1732 | 0 |
Buy And Hold Return (%) | 143.2296 | 143.2296 | 143.2296 | 143.2296 | 143.2296 | 143.2296 |
Max Trade Drawdown | -105668 | -74728 | -52733 | -3418336 | -2250302 | -1217048 |
Profit Factor | 2.986 | 4.3561 | 1.3333 | 1.2254 | 1.4599 | 0.9082 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 41.2698 | 41.9355 | 40.625 | 41.2698 | 41.9355 | 40.625 |
Ratio Avg Win / Avg Loss | 4.2492 | 6.0315 | 1.9486 | 1.7438 | 2.0215 | 1.3273 |
Largest Winning Trade | 491393 | 491393 | 69729 | 2427421 | 2427421 | 710051 |
Largest Losing Trade | -34520 | -34520 | -21600 | -1293562 | -1293562 | -645065 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 94 | 85 | 103 | 94 | 85 | 103 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 3474 | 1584 | 1890 | 3474 | 1584 | 1890 |
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 | -138891 | 489050 | -310632 | -146197 | 244964 | -582789 |
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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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