Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674732.4058 | 633427.6506 | 41304.7552 | 910227.6308 | 4603336.2556 | -3693108.6248 |
Total P&L (%) | 674.7324 | 633.4277 | 41.3048 | 910.2276 | 4603.3363 | -3693.1086 |
Avg Daily Profit (%) | 0.3722 | 0.3494 | 0.0228 | 0.1276 | 0.2126 | 0 |
Buy And Hold Return (%) | 115.2058 | 115.2058 | 115.2058 | 115.2058 | 115.2058 | 115.2058 |
Max Trade Drawdown | -164173 | -100128 | -99762 | -6312181 | -3065454 | -4920031 |
Profit Factor | 1.9976 | 3.1171 | 1.1095 | 1.0601 | 1.7485 | 0.5899 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 46.7153 | 44.1176 | 49.2754 | 46.7153 | 44.1176 | 49.2754 |
Ratio Avg Win / Avg Loss | 2.2785 | 3.9483 | 1.1421 | 1.2091 | 2.2148 | 0.6073 |
Largest Winning Trade | 289618 | 289618 | 65165 | 3699832 | 3699832 | 819120 |
Largest Losing Trade | -44013 | -44013 | -31685 | -1661446 | -1099337 | -1661446 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 51 | 42 | 60 | 51 | 42 | 60 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 5218 | 2333 | 2884 | 5218 | 2333 | 2884 |
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 | 418611 | -97476 | -530507 | -177573 | -100285 | -683017 |
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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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