Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361785.3496 | 1288340.1352 | 73445.2144 | 2318913.8908 | 2370196.7833 | -51282.8925 |
Total P&L (%) | 1361.7854 | 1288.3401 | 73.4452 | 2318.9139 | 2370.1968 | -51.2829 |
Avg Daily Profit (%) | 0.7466 | 0.7063 | 0.0403 | 0.1748 | 0.176 | -0.0394 |
Buy And Hold Return (%) | 708.6331 | 708.6331 | 708.6331 | 708.6331 | 708.6331 | 708.6331 |
Max Trade Drawdown | -78023 | -86183 | -33744 | -2599366 | -2984542 | -1294698 |
Profit Factor | 4.093 | 5.3571 | 1.5079 | 1.195 | 1.2939 | 0.9866 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.8261 | 44.1176 | 51.4286 | 47.8261 | 44.1176 | 51.4286 |
Ratio Avg Win / Avg Loss | 4.4651 | 6.7857 | 1.4242 | 1.3036 | 1.6389 | 0.9318 |
Largest Winning Trade | 670344 | 670344 | 40922 | 3358452 | 3358452 | 814331 |
Largest Losing Trade | -54421 | -54421 | -23901 | -1748876 | -1748876 | -963858 |
Avg Bars in Trades | 98 | 166 | 31 | 98 | 166 | 31 |
Avg Bars in Winners | 107 | 189 | 39 | 107 | 189 | 39 |
Avg Bars in Losers | 89 | 149 | 22 | 89 | 149 | 22 |
Bars Traded | 6774 | 5677 | 1097 | 6774 | 5677 | 1097 |
Profit Streak | 0 | 87.1524 | 0 | 0 | 87.1524 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94694 | 380658 | -303365 | -108241 | 159800 | -580602 |
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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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