Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184650.392 | 1160537.9819 | 24112.4101 | 1756685.6434 | 2030167.8618 | -273482.2184 |
Total P&L (%) | 1184.6504 | 1160.538 | 24.1124 | 1756.6856 | 2030.1679 | -273.4822 |
Avg Daily Profit (%) | 0.6527 | 0.6394 | 0.0133 | 0.1611 | 0.1687 | 0 |
Buy And Hold Return (%) | 600.6538 | 600.6538 | 600.6538 | 600.6538 | 600.6538 | 600.6538 |
Max Trade Drawdown | -107553 | -71920 | -102050 | -2306674 | -1392614 | -1379006 |
Profit Factor | 3.2268 | 5.7797 | 1.0834 | 1.3131 | 1.797 | 0.9107 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 39.7059 | 44.1176 | 35.2941 | 39.7059 | 44.1176 | 35.2941 |
Ratio Avg Win / Avg Loss | 4.9 | 7.3209 | 1.9862 | 1.9939 | 2.2762 | 1.6697 |
Largest Winning Trade | 594632 | 594632 | 79006 | 1357900 | 1357900 | 668318 |
Largest Losing Trade | -48893 | -29219 | -48893 | -597971 | -597971 | -583715 |
Avg Bars in Trades | 313 | 291 | 335 | 313 | 291 | 335 |
Avg Bars in Winners | 527 | 460 | 612 | 527 | 460 | 612 |
Avg Bars in Losers | 172 | 158 | 184 | 172 | 158 | 184 |
Bars Traded | 21326 | 9908 | 11418 | 21326 | 9908 | 11418 |
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 | -106780 | 378493 | -474305 | -111978 | 219603 | -583736 |
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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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