Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545297.3616 | 1569786.2049 | -24488.8433 | 326237.5362 | 142048.2188 | 184189.3174 |
Total P&L (%) | 1545.2974 | 1569.7862 | -24.4888 | 326.2375 | 142.0482 | 184.1893 |
Avg Daily Profit (%) | 0.6836 | 0.6944 | -0.0108 | 0.0642 | 0.0391 | 0.0462 |
Buy And Hold Return (%) | 508.2106 | 508.2106 | 508.2106 | 508.2106 | 508.2106 | 508.2106 |
Max Trade Drawdown | -181871 | -60365 | -171116 | -352113 | -312202 | -218329 |
Profit Factor | 3.6858 | 7.0463 | 0.9224 | 1.1792 | 1.1504 | 1.2101 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 44.2623 | 41.9355 | 46.6667 | 44.2623 | 41.9355 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.6414 | 9.7564 | 1.0542 | 1.4849 | 1.5929 | 1.383 |
Largest Winning Trade | 1268660 | 1268660 | 50006 | 291117 | 291117 | 218342 |
Largest Losing Trade | -48864 | -34829 | -48864 | -218329 | -197934 | -218329 |
Avg Bars in Trades | 69 | 58 | 80 | 69 | 58 | 80 |
Avg Bars in Winners | 101 | 82 | 119 | 101 | 82 | 119 |
Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
Bars Traded | 4225 | 1809 | 2416 | 4225 | 1809 | 2416 |
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 | -152303 | 525015 | -580455 | -464708 | -363556 | -298771 |
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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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