Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535708.8193 | 1559693.1095 | -23984.2902 | 326668.5877 | 138601.8084 | 188066.7793 |
Total P&L (%) | 1535.7088 | 1559.6931 | -23.9843 | 326.6686 | 138.6018 | 188.0668 |
Avg Daily Profit (%) | 0.6797 | 0.6903 | -0.0106 | 0.0642 | 0.0385 | 0.0468 |
Buy And Hold Return (%) | 488.4666 | 488.4666 | 488.4666 | 488.4666 | 488.4666 | 488.4666 |
Max Trade Drawdown | -181251 | -58822 | -172039 | -418669 | -370004 | -245941 |
Profit Factor | 3.6889 | 7.1864 | 0.9248 | 1.167 | 1.1403 | 1.1942 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 45.1613 | 46.6667 | 45.9016 | 45.1613 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.3476 | 8.7263 | 1.0569 | 1.3754 | 1.3847 | 1.3648 |
Largest Winning Trade | 1268660 | 1268660 | 51752 | 283068 | 283068 | 222768 |
Largest Losing Trade | -48864 | -34829 | -48864 | -225259 | -211325 | -225259 |
Avg Bars in Trades | 69 | 58 | 80 | 69 | 58 | 80 |
Avg Bars in Winners | 100 | 81 | 119 | 100 | 81 | 119 |
Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
Bars Traded | 4224 | 1807 | 2417 | 4224 | 1807 | 2417 |
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 | -151605 | 572230 | -580455 | -477352 | -375327 | -304381 |
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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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