Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1595205.6858 | 1638095.688 | -42890.0022 | -43104.9399 | 2380885.4733 | -2423990.4132 |
Total P&L (%) | 1595.2057 | 1638.0957 | -42.89 | -43.1049 | 2380.8855 | -2423.9904 |
Avg Daily Profit (%) | 0.7073 | 0.7263 | -0.019 | -0.025 | 0.1425 | 0 |
Buy And Hold Return (%) | 353.9857 | 353.9857 | 353.9857 | 353.9857 | 353.9857 | 353.9857 |
Max Trade Drawdown | -163330 | -72138 | -132562 | -4309528 | -869912 | -3467605 |
Profit Factor | 3.5837 | 7.0985 | 0.877 | 0.9915 | 3.0604 | 0.3814 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 34.7826 | 31.4286 | 38.2353 | 34.7826 | 31.4286 | 38.2353 |
Ratio Avg Win / Avg Loss | 6.7195 | 15.4877 | 1.4168 | 1.8591 | 6.6772 | 0.6161 |
Largest Winning Trade | 1337131 | 1337131 | 60940 | 2209225 | 2209225 | 942718 |
Largest Losing Trade | -97043 | -37161 | -97043 | -3116260 | -472186 | -3116260 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 130 | 111 | 146 | 130 | 111 | 146 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 4099 | 1748 | 2350 | 4099 | 1748 | 2350 |
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 | -94837 | 438039 | -583703 | -690195 | -3993 | -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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