Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846597.0027 | 1975731.5328 | -129134.5301 | -68730.5646 | 85372.1186 | -154102.6832 |
Total P&L (%) | 1846.597 | 1975.7315 | -129.1345 | -68.7306 | 85.3721 | -154.1027 |
Avg Daily Profit (%) | 0.8299 | 0.888 | -0.058 | -0.0522 | 0.0277 | 0 |
Buy And Hold Return (%) | 282.1656 | 282.1656 | 282.1656 | 282.1656 | 282.1656 | 282.1656 |
Max Trade Drawdown | -157383 | -118610 | -196227 | -245778 | -133987 | -180477 |
Profit Factor | 4.0899 | 8.169 | 0.599 | 0.8715 | 1.3226 | 0.4299 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 33.3333 | 32.3529 | 34.2857 | 33.3333 | 32.3529 | 34.2857 |
Ratio Avg Win / Avg Loss | 8.1797 | 17.0807 | 1.1481 | 1.743 | 2.7654 | 0.824 |
Largest Winning Trade | 2120233 | 2120233 | 40810 | 260919 | 260919 | 24878 |
Largest Losing Trade | -64851 | -57381 | -64851 | -76166 | -68870 | -76166 |
Avg Bars in Trades | 61 | 48 | 74 | 61 | 48 | 74 |
Avg Bars in Winners | 145 | 113 | 174 | 145 | 113 | 174 |
Avg Bars in Losers | 19 | 17 | 22 | 19 | 17 | 22 |
Bars Traded | 4251 | 1636 | 2615 | 4251 | 1636 | 2615 |
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 | -92743 | 536062 | -585232 | -690759 | -327140 | -586898 |
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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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