Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153599.0947 | 1146733.7153 | 6865.3793 | 1158489.5865 | 2110699.8687 | -952210.2823 |
Total P&L (%) | 1153.5991 | 1146.7337 | 6.8654 | 1158.4896 | 2110.6999 | -952.2103 |
Avg Daily Profit (%) | 0.6311 | 0.6273 | 0.0038 | 0.1386 | 0.1695 | 0 |
Buy And Hold Return (%) | 800.0159 | 800.0159 | 800.0159 | 800.0159 | 800.0159 | 800.0159 |
Max Trade Drawdown | -104090 | -98868 | -79415 | -1330656 | -1114398 | -1278454 |
Profit Factor | 3.0668 | 5.4149 | 1.023 | 1.1994 | 1.7853 | 0.6951 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 48.5294 | 52.9412 | 44.1176 | 48.5294 | 52.9412 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.2527 | 4.8133 | 1.2958 | 1.2721 | 1.5869 | 0.8804 |
Largest Winning Trade | 659887 | 659887 | 75607 | 1463926 | 1463926 | 474571 |
Largest Losing Trade | -53789 | -53789 | -39454 | -481509 | -464253 | -481509 |
Avg Bars in Trades | 101 | 104 | 99 | 101 | 104 | 99 |
Avg Bars in Winners | 130 | 127 | 133 | 130 | 127 | 133 |
Avg Bars in Losers | 75 | 78 | 72 | 75 | 78 | 72 |
Bars Traded | 6929 | 3558 | 3371 | 6929 | 3558 | 3371 |
Profit Streak | 0 | 109.0572 | 0 | 0 | 109.0572 | 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 | -125044 | -10230 | -551101 | -149477 | 311631 | -583082 |
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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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