Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626121.0187 | 545286.5425 | 80834.4762 | 1377265.0566 | 2000743.5907 | -623478.5341 |
Total P&L (%) | 626.121 | 545.2865 | 80.8345 | 1377.2651 | 2000.7436 | -623.4785 |
Avg Daily Profit (%) | 0.3454 | 0.3008 | 0.0446 | 0.1487 | 0.1681 | 0 |
Buy And Hold Return (%) | 154.0041 | 154.0041 | 154.0041 | 154.0041 | 154.0041 | 154.0041 |
Max Trade Drawdown | -129960 | -78731 | -100214 | -3786877 | -2588365 | -1219425 |
Profit Factor | 2.2891 | 3.4786 | 1.3042 | 1.2123 | 1.5265 | 0.7679 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 52.6316 | 47.3684 | 57.8947 | 52.6316 | 47.3684 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.0601 | 3.8652 | 0.9485 | 1.0911 | 1.6962 | 0.5585 |
Largest Winning Trade | 215269 | 215269 | 64181 | 1618050 | 1618050 | 570293 |
Largest Losing Trade | -64688 | -31162 | -64688 | -1522925 | -1522925 | -887805 |
Avg Bars in Trades | 138 | 119 | 157 | 138 | 119 | 157 |
Avg Bars in Winners | 167 | 135 | 194 | 167 | 135 | 194 |
Avg Bars in Losers | 107 | 106 | 108 | 107 | 106 | 108 |
Bars Traded | 10556 | 4555 | 6001 | 10556 | 4555 | 6001 |
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 | -41961 | 428844 | -299646 | -48060 | 336034 | -579741 |
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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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