Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769376.0908 | 1923724.4804 | -154348.3896 | -64844.1342 | 653778.2493 | -718622.3835 |
Total P&L (%) | 1769.3761 | 1923.7245 | -154.3484 | -64.8441 | 653.7782 | -718.6224 |
Avg Daily Profit (%) | 0.7846 | 0.853 | -0.0684 | -0.0463 | 0.0896 | 0 |
Buy And Hold Return (%) | 370.1342 | 370.1342 | 370.1342 | 370.1342 | 370.1342 | 370.1342 |
Max Trade Drawdown | -251973 | -181986 | -148773 | -1556396 | -934265 | -713669 |
Profit Factor | 3.5912 | 5.0764 | 0.2682 | 0.967 | 1.5507 | 0.0755 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 39.3443 | 40 | 38.7097 | 39.3443 | 40 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.5365 | 7.6146 | 0.4246 | 1.4908 | 2.326 | 0.1196 |
Largest Winning Trade | 1719261 | 1719261 | 11318 | 1504068 | 1504068 | 20510 |
Largest Losing Trade | -68952 | -68952 | -31673 | -518258 | -518258 | -504108 |
Avg Bars in Trades | 130 | 254 | 9 | 130 | 254 | 9 |
Avg Bars in Winners | 138 | 268 | 9 | 138 | 268 | 9 |
Avg Bars in Losers | 124 | 245 | 9 | 124 | 245 | 9 |
Bars Traded | 7937 | 7641 | 296 | 7937 | 7641 | 296 |
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 | -152154 | 573293 | -584930 | -749532 | -82571 | -584930 |
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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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