Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983218.6157 | 1169473.5625 | -186254.9468 | -88851.0517 | 162547.0133 | -251398.065 |
Total P&L (%) | 983.2186 | 1169.4736 | -186.2549 | -88.8511 | 162.547 | -251.3981 |
Avg Daily Profit (%) | 0.4361 | 0.5187 | -0.0826 | -0.0972 | 0.0428 | 0 |
Buy And Hold Return (%) | 308.4548 | 308.4548 | 308.4548 | 308.4548 | 308.4548 | 308.4548 |
Max Trade Drawdown | -228373 | -143427 | -220637 | -371372 | -119609 | -257880 |
Profit Factor | 2.1721 | 4.1067 | 0.5972 | 0.8697 | 1.681 | 0.4327 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 35.2941 | 38.2353 | 32.3529 | 35.2941 | 38.2353 | 32.3529 |
Ratio Avg Win / Avg Loss | 3.9821 | 6.6339 | 1.2488 | 1.5944 | 2.7154 | 0.9047 |
Largest Winning Trade | 953116 | 953116 | 57463 | 235840 | 235840 | 86884 |
Largest Losing Trade | -62832 | -39993 | -62832 | -109490 | -54052 | -109490 |
Avg Bars in Trades | 193 | 193 | 193 | 193 | 193 | 193 |
Avg Bars in Winners | 318 | 277 | 365 | 318 | 277 | 365 |
Avg Bars in Losers | 125 | 140 | 110 | 125 | 140 | 110 |
Bars Traded | 13139 | 6566 | 6573 | 13139 | 6566 | 6573 |
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 | -108253 | 392440 | -585991 | -697496 | -302901 | -587657 |
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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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