Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837385.958 | 770368.0086 | 67017.9494 | 3754626.2474 | 1362660.0106 | 2391966.2368 |
Total P&L (%) | 837.386 | 770.368 | 67.0179 | 3754.6262 | 1362.66 | 2391.9662 |
Avg Daily Profit (%) | 0.3706 | 0.3409 | 0.0297 | 0.1618 | 0.1188 | 0.1424 |
Buy And Hold Return (%) | 398.1509 | 398.1509 | 398.1509 | 398.1509 | 398.1509 | 398.1509 |
Max Trade Drawdown | -88004 | -50686 | -127514 | -2639968 | -2720219 | -1607582 |
Profit Factor | 2.6305 | 3.6336 | 1.3032 | 1.3223 | 1.1848 | 1.5597 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 50.8772 | 51.7241 | 50 | 50.8772 | 51.7241 | 50 |
Ratio Avg Win / Avg Loss | 2.5398 | 3.3914 | 1.3032 | 1.2767 | 1.1058 | 1.5597 |
Largest Winning Trade | 253276 | 253276 | 52981 | 2136791 | 2136791 | 2092758 |
Largest Losing Trade | -51640 | -40156 | -51640 | -1537647 | -1128255 | -1537647 |
Avg Bars in Trades | 67 | 52 | 83 | 67 | 52 | 83 |
Avg Bars in Winners | 87 | 43 | 135 | 87 | 43 | 135 |
Avg Bars in Losers | 46 | 62 | 30 | 46 | 62 | 30 |
Bars Traded | 3860 | 1534 | 2326 | 3860 | 1534 | 2326 |
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 | -171074 | 319703 | -339988 | -171455 | -53845 | -21432 |
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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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