Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208464.2076 | 1208592.6987 | -128.4911 | 974420.3565 | 1323450.5943 | -349030.2378 |
Total P&L (%) | 1208.4642 | 1208.5927 | -0.1285 | 974.4204 | 1323.4506 | -349.0302 |
Avg Daily Profit (%) | 0.6671 | 0.6672 | -0.0001 | 0.1312 | 0.1467 | 0 |
Buy And Hold Return (%) | 466.7727 | 466.7727 | 466.7727 | 466.7727 | 466.7727 | 466.7727 |
Max Trade Drawdown | -137013 | -84240 | -107866 | -1287802 | -982486 | -659728 |
Profit Factor | 3.0817 | 5.3473 | 0.9996 | 1.2306 | 1.6205 | 0.8332 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 43.4783 | 47.0588 | 40 | 43.4783 | 47.0588 | 40 |
Ratio Avg Win / Avg Loss | 4.0061 | 6.0157 | 1.4994 | 1.5998 | 1.823 | 1.2498 |
Largest Winning Trade | 662227 | 662227 | 78839 | 1006835 | 1006835 | 378910 |
Largest Losing Trade | -59146 | -36058 | -59146 | -379166 | -379166 | -270030 |
Avg Bars in Trades | 102 | 96 | 108 | 102 | 96 | 108 |
Avg Bars in Winners | 166 | 145 | 190 | 166 | 145 | 190 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 7074 | 3287 | 3787 | 7074 | 3287 | 3787 |
Profit Streak | 0 | 100.3255 | 0 | 0 | 100.3255 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94372 | 590454 | -583009 | -131860 | 101831 | -583009 |
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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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