Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417573.177 | 1448143.9092 | -30570.7322 | 445418.2731 | 685745.6728 | -240327.3997 |
Total P&L (%) | 1417.5732 | 1448.1439 | -30.5707 | 445.4183 | 685.7457 | -240.3274 |
Avg Daily Profit (%) | 0.7582 | 0.7745 | -0.0164 | 0.0908 | 0.1103 | 0 |
Buy And Hold Return (%) | 470.1352 | 470.1352 | 470.1352 | 470.1352 | 470.1352 | 470.1352 |
Max Trade Drawdown | -133957 | -117795 | -130628 | -1003699 | -961731 | -737915 |
Profit Factor | 3.3383 | 5.4714 | 0.8917 | 1.1018 | 1.2852 | 0.8781 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 36.3636 | 33.3333 | 39.3939 | 36.3636 | 33.3333 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.8421 | 10.9428 | 1.3719 | 1.9282 | 2.5704 | 1.3509 |
Largest Winning Trade | 1084869 | 1084869 | 65761 | 1076225 | 1076225 | 474551 |
Largest Losing Trade | -52983 | -36226 | -52983 | -369885 | -310665 | -369885 |
Avg Bars in Trades | 79 | 66 | 93 | 79 | 66 | 93 |
Avg Bars in Winners | 131 | 109 | 150 | 131 | 109 | 150 |
Avg Bars in Losers | 50 | 45 | 56 | 50 | 45 | 56 |
Bars Traded | 5277 | 2195 | 3082 | 5277 | 2195 | 3082 |
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 | -117986 | 415548 | -583260 | -479069 | -73797 | -583260 |
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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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