Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722741.6474 | 653778.8062 | 68962.8411 | 1535291.0184 | 4665289.3807 | -3129998.3623 |
Total P&L (%) | 722.7416 | 653.7788 | 68.9628 | 1535.291 | 4665.2894 | -3129.9984 |
Avg Daily Profit (%) | 0.3965 | 0.3586 | 0.0378 | 0.1534 | 0.2122 | 0 |
Buy And Hold Return (%) | 111.2652 | 111.2652 | 111.2652 | 111.2652 | 111.2652 | 111.2652 |
Max Trade Drawdown | -116564 | -73696 | -91382 | -5833009 | -2774822 | -4822384 |
Profit Factor | 2.5223 | 4.3222 | 1.2481 | 1.1132 | 1.9118 | 0.6296 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.8354 | 43.5897 | 50 | 46.8354 | 43.5897 | 50 |
Ratio Avg Win / Avg Loss | 2.8631 | 5.5934 | 1.2481 | 1.2636 | 2.474 | 0.6296 |
Largest Winning Trade | 272825 | 272825 | 62362 | 3254636 | 3254636 | 1041030 |
Largest Losing Trade | -32654 | -32654 | -30026 | -2223722 | -1407036 | -2223722 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 60 | 52 | 68 | 60 | 52 | 68 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 3450 | 1558 | 1892 | 3450 | 1558 | 1892 |
Profit Streak | 0 | 50.571 | 0 | 0 | 50.571 | 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 | -18319 | 505229 | -308350 | -120912 | 355101 | -580749 |
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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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