Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1352329.0566 | 1294906.6342 | 57422.4224 | 2919145.0382 | 3369033.8934 | -449888.8552 |
Total P&L (%) | 1352.3291 | 1294.9066 | 57.4224 | 2919.145 | 3369.0339 | -449.8889 |
Avg Daily Profit (%) | 0.7334 | 0.7022 | 0.0311 | 0.185 | 0.1925 | 0 |
Buy And Hold Return (%) | 717.3933 | 717.3933 | 717.3933 | 717.3933 | 717.3933 | 717.3933 |
Max Trade Drawdown | -128760 | -111068 | -77176 | -2720799 | -1397775 | -2047370 |
Profit Factor | 3.6548 | 5.5065 | 1.2586 | 1.3709 | 1.7994 | 0.877 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 46.2687 | 41.1765 | 51.5152 | 46.2687 | 41.1765 | 51.5152 |
Ratio Avg Win / Avg Loss | 4.2443 | 7.8664 | 1.1846 | 1.592 | 2.5705 | 0.8254 |
Largest Winning Trade | 660628 | 660628 | 68996 | 2286294 | 2286294 | 545214 |
Largest Losing Trade | -48392 | -44662 | -48392 | -1117881 | -878070 | -1117881 |
Avg Bars in Trades | 79 | 92 | 66 | 79 | 92 | 66 |
Avg Bars in Winners | 101 | 121 | 84 | 101 | 121 | 84 |
Avg Bars in Losers | 60 | 71 | 47 | 60 | 71 | 47 |
Bars Traded | 5329 | 3139 | 2190 | 5329 | 3139 | 2190 |
Profit Streak | 36.9532 | 164.6199 | 0 | 36.9532 | 164.6199 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110434 | 367667 | -317061 | -114807 | 276785 | -580606 |
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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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