Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2507759.4101 | 2506746.7232 | 1012.6869 | 122356.9641 | 193620.5749 | -71263.6108 |
Total P&L (%) | 2507.7594 | 2506.7467 | 1.0127 | 122.357 | 193.6206 | -71.2636 |
Avg Daily Profit (%) | 1.1294 | 1.1289 | 0.0005 | 0.036 | 0.0485 | -0.0561 |
Buy And Hold Return (%) | 755.1724 | 755.1724 | 755.1724 | 755.1724 | 755.1724 | 755.1724 |
Max Trade Drawdown | -102553 | -88961 | -69619 | -401771 | -296850 | -343936 |
Profit Factor | 5.1042 | 10.9907 | 1.0028 | 1.0803 | 1.2718 | 0.9122 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 46.2687 | 51.5152 | 41.1765 | 46.2687 | 51.5152 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.9275 | 10.3442 | 1.4326 | 1.2545 | 1.197 | 1.3032 |
Largest Winning Trade | 2367247 | 2367247 | 55138 | 292818 | 292818 | 120913 |
Largest Losing Trade | -93603 | -37831 | -93603 | -223639 | -223639 | -187953 |
Avg Bars in Trades | 129 | 127 | 131 | 129 | 127 | 131 |
Avg Bars in Winners | 158 | 131 | 192 | 158 | 131 | 192 |
Avg Bars in Losers | 104 | 122 | 89 | 104 | 122 | 89 |
Bars Traded | 8672 | 4194 | 4478 | 8672 | 4194 | 4478 |
Profit Streak | 0 | 49.4581 | 0 | 0 | 49.4581 | 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 | -104231 | 715965 | -578858 | -565553 | -293243 | -582559 |
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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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