Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321234.743 | 1358803.3655 | -37568.6226 | 156430.5099 | 231156.3656 | -74725.8557 |
Total P&L (%) | 1321.2347 | 1358.8034 | -37.5686 | 156.4305 | 231.1564 | -74.7259 |
Avg Daily Profit (%) | 0.586 | 0.6026 | -0.0167 | 0.0418 | 0.0531 | -0.061 |
Buy And Hold Return (%) | 161.8692 | 161.8692 | 161.8692 | 161.8692 | 161.8692 | 161.8692 |
Max Trade Drawdown | -185080 | -160172 | -54576 | -1526197 | -1301562 | -277953 |
Profit Factor | 3.2732 | 4.0614 | 0.7265 | 1.0587 | 1.1059 | 0.8446 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 44.9275 | 35.2941 | 54.2857 | 44.9275 | 35.2941 | 54.2857 |
Ratio Avg Win / Avg Loss | 4.0123 | 7.4459 | 0.6118 | 1.2978 | 2.0275 | 0.7112 |
Largest Winning Trade | 1132411 | 1132411 | 17018 | 1455427 | 1455427 | 116906 |
Largest Losing Trade | -50338 | -50338 | -35462 | -509682 | -509682 | -141668 |
Avg Bars in Trades | 182 | 347 | 22 | 182 | 347 | 22 |
Avg Bars in Winners | 240 | 583 | 24 | 240 | 583 | 24 |
Avg Bars in Losers | 135 | 219 | 21 | 135 | 219 | 21 |
Bars Traded | 12619 | 11819 | 800 | 12619 | 11819 | 800 |
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 | -90656 | 462578 | -579954 | -567052 | -263227 | -579954 |
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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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