Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004748.5 | 988582.727 | 16165.7731 | 1277173.721 | 1940788.9361 | -663615.2151 |
Total P&L (%) | 1004.7485 | 988.5827 | 16.1658 | 1277.1737 | 1940.7889 | -663.6152 |
Avg Daily Profit (%) | 0.5543 | 0.5454 | 0.0089 | 0.1448 | 0.1665 | 0 |
Buy And Hold Return (%) | 601.2414 | 601.2414 | 601.2414 | 601.2414 | 601.2414 | 601.2414 |
Max Trade Drawdown | -153768 | -86868 | -102327 | -2344799 | -1654984 | -1083800 |
Profit Factor | 2.9815 | 4.9703 | 1.0626 | 1.2541 | 1.7329 | 0.721 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 39.3939 | 45.4545 | 33.3333 | 39.3939 | 45.4545 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.5869 | 5.9644 | 2.1253 | 1.9294 | 2.0795 | 1.442 |
Largest Winning Trade | 488074 | 488074 | 69775 | 1367557 | 1367557 | 520136 |
Largest Losing Trade | -43411 | -26886 | -43411 | -597703 | -597703 | -595912 |
Avg Bars in Trades | 105 | 88 | 121 | 105 | 88 | 121 |
Avg Bars in Winners | 168 | 140 | 206 | 168 | 140 | 206 |
Avg Bars in Losers | 64 | 45 | 78 | 64 | 45 | 78 |
Bars Traded | 6934 | 2931 | 4003 | 6934 | 2931 | 4003 |
Profit Streak | 0 | 161.2041 | 0 | 0 | 161.2041 | 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 | -125223 | 326257 | -503711 | -137396 | 276788 | -585617 |
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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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