Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609430.428 | 1618296.6583 | -8866.2304 | 675027.8081 | 146764.2217 | 528263.5864 |
Total P&L (%) | 1609.4304 | 1618.2967 | -8.8662 | 675.0278 | 146.7642 | 528.2636 |
Avg Daily Profit (%) | 0.7136 | 0.7175 | -0.0039 | 0.0908 | 0.0401 | 0.0815 |
Buy And Hold Return (%) | 507.0191 | 507.0191 | 507.0191 | 507.0191 | 507.0191 | 507.0191 |
Max Trade Drawdown | -126687 | -79718 | -105838 | -820166 | -655643 | -429128 |
Profit Factor | 3.7761 | 6.3653 | 0.9681 | 1.2418 | 1.0799 | 1.5527 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 39.3443 | 41.9355 | 36.6667 | 39.3443 | 41.9355 | 36.6667 |
Ratio Avg Win / Avg Loss | 5.8215 | 8.8135 | 1.6722 | 1.9144 | 1.4953 | 2.682 |
Largest Winning Trade | 1309049 | 1309049 | 57827 | 437248 | 432457 | 437248 |
Largest Losing Trade | -61585 | -37456 | -61585 | -379776 | -329732 | -379776 |
Avg Bars in Trades | 68 | 75 | 61 | 68 | 75 | 61 |
Avg Bars in Winners | 116 | 109 | 124 | 116 | 109 | 124 |
Avg Bars in Losers | 37 | 50 | 25 | 37 | 50 | 25 |
Bars Traded | 4199 | 2341 | 1858 | 4199 | 2341 | 1858 |
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 | -154053 | 535400 | -583232 | -303552 | -440960 | -238939 |
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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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