Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037758.2998 | 886693.3506 | 151064.9492 | 4817505.1852 | 5516318.1802 | -698812.9951 |
Total P&L (%) | 1037.7583 | 886.6934 | 151.0649 | 4817.5052 | 5516.3182 | -698.813 |
Avg Daily Profit (%) | 0.5706 | 0.4876 | 0.0831 | 0.2144 | 0.2217 | 0 |
Buy And Hold Return (%) | 216.7689 | 216.7689 | 216.7689 | 216.7689 | 216.7689 | 216.7689 |
Max Trade Drawdown | -154557 | -72533 | -109361 | -11337445 | -8459552 | -3631816 |
Profit Factor | 3.4148 | 4.7051 | 1.7933 | 1.2017 | 1.3889 | 0.9279 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 58.3333 | 50 | 66.6667 | 58.3333 | 50 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.4391 | 4.7051 | 0.8966 | 0.8584 | 1.3889 | 0.464 |
Largest Winning Trade | 348982 | 348982 | 65335 | 5767902 | 5767902 | 2078044 |
Largest Losing Trade | -59195 | -37686 | -59195 | -5417444 | -5417444 | -2799554 |
Avg Bars in Trades | 85 | 101 | 70 | 85 | 101 | 70 |
Avg Bars in Winners | 97 | 131 | 71 | 97 | 131 | 71 |
Avg Bars in Losers | 69 | 71 | 67 | 69 | 71 | 67 |
Bars Traded | 5148 | 3047 | 2101 | 5148 | 3047 | 2101 |
Profit Streak | 0 | 165.4035 | 0 | 0 | 165.4035 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156205 | 620591 | -245096 | -166442 | 365641 | -578665 |
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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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