Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636907.688 | 587882.3115 | 49025.3765 | 826826.9687 | 3319376.5112 | -2492549.5424 |
Total P&L (%) | 636.9077 | 587.8823 | 49.0254 | 826.827 | 3319.3765 | -2492.5495 |
Avg Daily Profit (%) | 0.3525 | 0.3253 | 0.0271 | 0.1233 | 0.1957 | 0 |
Buy And Hold Return (%) | 162.1732 | 162.1732 | 162.1732 | 162.1732 | 162.1732 | 162.1732 |
Max Trade Drawdown | -165949 | -99517 | -125766 | -5706054 | -3246232 | -4422554 |
Profit Factor | 2.3483 | 3.6505 | 1.1956 | 1.0745 | 1.7003 | 0.6084 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 41.1765 | 54.2857 | 47.8261 | 41.1765 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.5618 | 5.215 | 1.0069 | 1.1721 | 2.429 | 0.5123 |
Largest Winning Trade | 254291 | 254291 | 64580 | 2706660 | 2706660 | 630041 |
Largest Losing Trade | -44485 | -31426 | -44485 | -1317872 | -1317872 | -1248907 |
Avg Bars in Trades | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Winners | 71 | 62 | 78 | 71 | 62 | 78 |
Avg Bars in Losers | 30 | 27 | 35 | 30 | 27 | 35 |
Bars Traded | 3475 | 1429 | 2046 | 3475 | 1429 | 2046 |
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 | -95596 | 356768 | -327183 | -275008 | 279860 | -580232 |
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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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