Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045933.3813 | 1069720.2825 | -23786.9012 | 358746.4624 | 601621.9021 | -242875.4397 |
Total P&L (%) | 1045.9334 | 1069.7203 | -23.7869 | 358.7465 | 601.6219 | -242.8754 |
Avg Daily Profit (%) | 0.5768 | 0.5899 | -0.0131 | 0.084 | 0.1075 | 0 |
Buy And Hold Return (%) | 517.2221 | 517.2221 | 517.2221 | 517.2221 | 517.2221 | 517.2221 |
Max Trade Drawdown | -165902 | -94737 | -103045 | -514025 | -324779 | -441062 |
Profit Factor | 2.6887 | 4.0509 | 0.9115 | 1.1649 | 1.5254 | 0.7642 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 42.4242 | 55.8824 | 49.2537 | 42.4242 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.7701 | 5.4976 | 0.7196 | 1.2002 | 2.0702 | 0.6034 |
Largest Winning Trade | 600409 | 600409 | 54001 | 494862 | 494862 | 157084 |
Largest Losing Trade | -59116 | -45434 | -59116 | -341271 | -282334 | -341271 |
Avg Bars in Trades | 104 | 168 | 41 | 104 | 168 | 41 |
Avg Bars in Winners | 139 | 264 | 47 | 139 | 264 | 47 |
Avg Bars in Losers | 69 | 97 | 33 | 69 | 97 | 33 |
Bars Traded | 6972 | 5557 | 1415 | 6972 | 5557 | 1415 |
Profit Streak | 0 | 153.3725 | 0 | 0 | 153.3725 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111643 | 374997 | -580032 | -406932 | -163111 | -580032 |
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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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