Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599927.0229 | 765701.538 | -165774.5151 | 602424.8428 | 5179132.1233 | -4576707.2805 |
Total P&L (%) | 599.927 | 765.7015 | -165.7745 | 602.4248 | 5179.1321 | -4576.7073 |
Avg Daily Profit (%) | 0.2645 | 0.3376 | -0.0731 | 0.086 | 0.175 | 0 |
Buy And Hold Return (%) | 362.818 | 362.818 | 362.818 | 362.818 | 362.818 | 362.818 |
Max Trade Drawdown | -335709 | -110716 | -387786 | -13035549 | -4045144 | -11356054 |
Profit Factor | 1.759 | 4.5791 | 0.7124 | 1.0331 | 2.0315 | 0.6526 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 58.4615 | 60.6061 | 56.25 | 58.4615 | 60.6061 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2498 | 2.9764 | 0.5541 | 0.734 | 1.3205 | 0.5076 |
Largest Winning Trade | 560002 | 560002 | 58209 | 3155397 | 3155397 | 3095288 |
Largest Losing Trade | -194913 | -35366 | -194913 | -5862064 | -2037690 | -5862064 |
Avg Bars in Trades | 130 | 72 | 189 | 130 | 72 | 189 |
Avg Bars in Winners | 154 | 65 | 254 | 156 | 63 | 258 |
Avg Bars in Losers | 95 | 83 | 106 | 94 | 86 | 101 |
Bars Traded | 8467 | 2392 | 6075 | 8467 | 2392 | 6075 |
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 | -133288 | 428299 | -580000 | -407585 | 429270 | -580000 |
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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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