Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136565.8858 | 1263810.7023 | -127244.8164 | -107959.0377 | 58200.2871 | -166159.3247 |
Total P&L (%) | 1136.5659 | 1263.8107 | -127.2448 | -107.959 | 58.2003 | -166.1593 |
Avg Daily Profit (%) | 0.5002 | 0.5563 | -0.056 | 0 | 0.0202 | 0 |
Buy And Hold Return (%) | 237.0408 | 237.0408 | 237.0408 | 237.0408 | 237.0408 | 237.0408 |
Max Trade Drawdown | -235246 | -66110 | -195316 | -441856 | -248694 | -208423 |
Profit Factor | 2.5466 | 5.0099 | 0.6968 | 0.8145 | 1.1741 | 0.3293 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 15 | 15 | 31 | 18 | 13 |
Losing Trades | 39 | 20 | 19 | 38 | 17 | 21 |
Profitability (%) | 43.4783 | 42.8571 | 44.1176 | 44.9275 | 51.4286 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.3106 | 6.6798 | 0.8826 | 0.9985 | 1.1088 | 0.5319 |
Largest Winning Trade | 733172 | 733172 | 53837 | 309007 | 309007 | 35859 |
Largest Losing Trade | -107973 | -66110 | -107973 | -208336 | -208336 | -62900 |
Avg Bars in Trades | 93 | 80 | 106 | 93 | 80 | 106 |
Avg Bars in Winners | 114 | 99 | 129 | 79 | 75 | 85 |
Avg Bars in Losers | 77 | 66 | 88 | 104 | 86 | 119 |
Bars Traded | 6445 | 2829 | 3616 | 6445 | 2829 | 3616 |
Profit Streak | 0 | 0 | 72.4029 | 9.0696 | 174.4029 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94870 | 539465 | -582524 | -688360 | -359187 | -585370 |
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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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