Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252916.8032 | 1312532.8564 | -59616.0532 | 161379.404 | 390544.585 | -229165.181 |
Total P&L (%) | 1252.9168 | 1312.5329 | -59.6161 | 161.3794 | 390.5446 | -229.1652 |
Avg Daily Profit (%) | 0.671 | 0.703 | -0.0319 | 0.0515 | 0.0852 | 0 |
Buy And Hold Return (%) | 535.3553 | 535.3553 | 535.3553 | 535.3553 | 535.3553 | 535.3553 |
Max Trade Drawdown | -173959 | -180249 | -93491 | -1747746 | -1720016 | -583062 |
Profit Factor | 2.9064 | 4.8487 | 0.8115 | 1.0429 | 1.1742 | 0.849 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 35.8209 | 30.303 | 41.1765 | 35.8209 | 30.303 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.2073 | 11.152 | 1.1592 | 1.8686 | 2.7007 | 1.2128 |
Largest Winning Trade | 877438 | 877438 | 53929 | 1618692 | 1618692 | 359427 |
Largest Losing Trade | -35658 | -35658 | -30926 | -544734 | -544734 | -306376 |
Avg Bars in Trades | 163 | 142 | 183 | 163 | 142 | 183 |
Avg Bars in Winners | 289 | 290 | 288 | 289 | 290 | 288 |
Avg Bars in Losers | 93 | 78 | 109 | 93 | 78 | 109 |
Bars Traded | 10945 | 4717 | 6228 | 10945 | 4717 | 6228 |
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 | -113798 | 304494 | -582559 | -588937 | -280427 | -582559 |
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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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