Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1861803.8054 | 2017677.1917 | -155873.3863 | -87590.0618 | 1110265.8599 | -1197855.9217 |
Total P&L (%) | 1861.8038 | 2017.6772 | -155.8734 | -87.5901 | 1110.2659 | -1197.8559 |
Avg Daily Profit (%) | 0.8057 | 0.8732 | -0.0675 | -0.0903 | 0.108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296778 | -164020 | -250158 | -1903222 | -938473 | -1230186 |
Profit Factor | 3.1201 | 5.5454 | 0.6411 | 0.9681 | 1.8133 | 0.1317 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 34.3284 | 32.3529 | 36.3636 | 34.3284 | 32.3529 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.9688 | 11.5949 | 1.1219 | 1.852 | 3.7914 | 0.2305 |
Largest Winning Trade | 2018910 | 2018910 | 86787 | 1824722 | 1824722 | 87734 |
Largest Losing Trade | -53296 | -43036 | -53296 | -744872 | -744872 | -439621 |
Avg Bars in Trades | 90 | 70 | 111 | 90 | 70 | 111 |
Avg Bars in Winners | 173 | 144 | 199 | 173 | 144 | 199 |
Avg Bars in Losers | 47 | 35 | 61 | 47 | 35 | 61 |
Bars Traded | 6087 | 2408 | 3679 | 6087 | 2408 | 3679 |
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 | -108239 | 523599 | -584439 | -705372 | -51873 | -586105 |
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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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