Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656288.4487 | 525358.4451 | 130930.0036 | 1593349.4772 | 2363802.2698 | -770452.7926 |
Total P&L (%) | 656.2884 | 525.3584 | 130.93 | 1593.3495 | 2363.8023 | -770.4528 |
Avg Daily Profit (%) | 0.3486 | 0.2791 | 0.0696 | 0.1504 | 0.1704 | 0 |
Buy And Hold Return (%) | 29.8763 | 29.8763 | 29.8763 | 29.8763 | 29.8763 | 29.8763 |
Max Trade Drawdown | -82912 | -90319 | -66194 | -3412338 | -762213 | -2997728 |
Profit Factor | 2.3827 | 2.8096 | 1.7103 | 1.2661 | 2.0838 | 0.7976 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 59.4203 | 54.2857 | 64.7059 | 59.4203 | 54.2857 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.6272 | 2.366 | 0.9329 | 0.8647 | 1.7548 | 0.4351 |
Largest Winning Trade | 247479 | 247479 | 46923 | 1399887 | 1399887 | 1204155 |
Largest Losing Trade | -57844 | -50118 | -57844 | -2650124 | -524206 | -2650124 |
Avg Bars in Trades | 48 | 52 | 45 | 48 | 52 | 45 |
Avg Bars in Winners | 61 | 72 | 51 | 61 | 72 | 51 |
Avg Bars in Losers | 30 | 28 | 34 | 30 | 28 | 34 |
Bars Traded | 3375 | 1835 | 1540 | 3375 | 1835 | 1540 |
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 | -90931 | 526394 | -99601 | -98954 | 442522 | -578888 |
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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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