Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334705.4385 | 1308424.498 | 26280.9405 | 709844.6058 | 578643.9008 | 131200.7049 |
Total P&L (%) | 1334.7054 | 1308.4245 | 26.2809 | 709.8446 | 578.6439 | 131.2007 |
Avg Daily Profit (%) | 0.7418 | 0.7272 | 0.0146 | 0.1163 | 0.1065 | 0.0466 |
Buy And Hold Return (%) | 263.6823 | 263.6823 | 263.6823 | 263.6823 | 263.6823 | 263.6823 |
Max Trade Drawdown | -89001 | -111070 | -135036 | -1766315 | -1905471 | -1500042 |
Profit Factor | 3.6774 | 6.3828 | 1.1029 | 1.0975 | 1.1534 | 1.0374 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 39.7059 | 38.2353 | 41.1765 | 39.7059 | 38.2353 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.5843 | 10.3108 | 1.5756 | 1.6666 | 1.8631 | 1.482 |
Largest Winning Trade | 833920 | 833920 | 68340 | 1596958 | 1596958 | 688483 |
Largest Losing Trade | -59923 | -28541 | -59923 | -1244141 | -411082 | -1244141 |
Avg Bars in Trades | 75 | 57 | 94 | 75 | 57 | 94 |
Avg Bars in Winners | 140 | 113 | 166 | 140 | 113 | 166 |
Avg Bars in Losers | 33 | 22 | 44 | 33 | 22 | 44 |
Bars Traded | 5157 | 1944 | 3213 | 5157 | 1944 | 3213 |
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 | -99579 | 544046 | -448794 | -270593 | -111304 | -479262 |
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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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