Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771369.3393 | 657701.3503 | 113667.989 | 1819694.9368 | 3557396.1583 | -1737701.2214 |
Total P&L (%) | 771.3693 | 657.7014 | 113.668 | 1819.6949 | 3557.3962 | -1737.7012 |
Avg Daily Profit (%) | 0.3085 | 0.2631 | 0.0455 | 0.1182 | 0.1441 | 0 |
Buy And Hold Return (%) | 732.8811 | 732.8811 | 732.8811 | 732.8811 | 732.8811 | 732.8811 |
Max Trade Drawdown | -100270 | -87997 | -91054 | -1904089 | -172257 | -2420288 |
Profit Factor | 2.8567 | 4.7244 | 1.4759 | 1.4936 | 8.604 | 0.4602 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 63.6364 | 63.1579 | 64.1026 | 63.6364 | 63.1579 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.6324 | 2.7559 | 0.8265 | 0.8535 | 5.019 | 0.2577 |
Largest Winning Trade | 160085 | 160085 | 61318 | 1757547 | 1757547 | 347574 |
Largest Losing Trade | -91054 | -50099 | -91054 | -1828787 | -98197 | -1828787 |
Avg Bars in Trades | 118 | 141 | 96 | 118 | 141 | 96 |
Avg Bars in Winners | 129 | 145 | 113 | 129 | 145 | 113 |
Avg Bars in Losers | 100 | 135 | 66 | 100 | 135 | 66 |
Bars Traded | 9156 | 5389 | 3767 | 9156 | 5389 | 3767 |
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 | -179252 | -147889 | -296625 | -83027 | 305217 | -578929 |
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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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