Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819566.7134 | 734301.2433 | 85265.4701 | 2526158.746 | 3291046.6531 | -764887.9071 |
Total P&L (%) | 819.5667 | 734.3012 | 85.2655 | 2526.1587 | 3291.0467 | -764.8879 |
Avg Daily Profit (%) | 0.4525 | 0.4055 | 0.0471 | 0.1806 | 0.1948 | 0 |
Buy And Hold Return (%) | 133.2538 | 133.2538 | 133.2538 | 133.2538 | 133.2538 | 133.2538 |
Max Trade Drawdown | -120317 | -42342 | -89614 | -2482295 | -1451373 | -1789869 |
Profit Factor | 2.9832 | 5.0543 | 1.3673 | 1.3729 | 2.2111 | 0.8115 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 33.7662 | 34.2105 | 33.3333 | 33.7662 | 34.2105 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.8517 | 9.7197 | 2.7346 | 2.693 | 4.2522 | 1.623 |
Largest Winning Trade | 376899 | 376899 | 67608 | 1899982 | 1899982 | 1239531 |
Largest Losing Trade | -27918 | -27451 | -27918 | -866618 | -465961 | -866618 |
Avg Bars in Trades | 66 | 60 | 73 | 66 | 60 | 73 |
Avg Bars in Winners | 149 | 139 | 160 | 149 | 139 | 160 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 5154 | 2286 | 2868 | 5154 | 2286 | 2868 |
Profit Streak | 0 | 57.3032 | 0 | 0 | 57.3032 | 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 | -37263 | 398498 | -300662 | -43078 | 238838 | -584461 |
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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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