Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212638.4645 | 1218833.773 | -6195.3085 | 886804.1789 | 1338452.4513 | -451648.2724 |
Total P&L (%) | 1212.6385 | 1218.8338 | -6.1953 | 886.8042 | 1338.4525 | -451.6483 |
Avg Daily Profit (%) | 0.5605 | 0.5634 | -0.0029 | 0.1059 | 0.1233 | 0 |
Buy And Hold Return (%) | 474.1675 | 474.1675 | 474.1675 | 474.1675 | 474.1675 | 474.1675 |
Max Trade Drawdown | -93447 | -85864 | -72089 | -2666992 | -1364367 | -1526380 |
Profit Factor | 3.5856 | 7.2886 | 0.9775 | 1.1871 | 1.7175 | 0.8429 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 37.931 | 34.4828 | 41.3793 | 37.931 | 34.4828 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.8674 | 13.8483 | 1.3848 | 1.9425 | 3.2633 | 1.1941 |
Largest Winning Trade | 679570 | 679570 | 63403 | 2249882 | 2249882 | 841185 |
Largest Losing Trade | -69047 | -26209 | -69047 | -871093 | -350505 | -871093 |
Avg Bars in Trades | 103 | 111 | 94 | 103 | 111 | 94 |
Avg Bars in Winners | 207 | 242 | 178 | 207 | 242 | 178 |
Avg Bars in Losers | 39 | 42 | 35 | 39 | 42 | 35 |
Bars Traded | 5975 | 3229 | 2746 | 5975 | 3229 | 2746 |
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 | -170098 | 363225 | -582518 | -257059 | -34067 | -582518 |
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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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