Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423289.6616 | 1466218.2423 | -42928.5807 | 271022.6026 | 953936.765 | -682914.1624 |
Total P&L (%) | 1423.2897 | 1466.2182 | -42.9286 | 271.0226 | 953.9368 | -682.9142 |
Avg Daily Profit (%) | 0.7812 | 0.8047 | -0.0236 | 0.072 | 0.1293 | 0 |
Buy And Hold Return (%) | 783.6047 | 783.6047 | 783.6047 | 783.6047 | 783.6047 | 783.6047 |
Max Trade Drawdown | -179276 | -131743 | -156835 | -8265923 | -6573562 | -4467901 |
Profit Factor | 3.2318 | 5.3939 | 0.8588 | 1.0159 | 1.0993 | 0.9076 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 42.6471 | 44.1176 | 41.1765 | 42.6471 | 44.1176 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.3463 | 6.8322 | 1.2269 | 1.3663 | 1.3924 | 1.2966 |
Largest Winning Trade | 872056 | 872056 | 58014 | 4122458 | 4122458 | 3171031 |
Largest Losing Trade | -56571 | -38707 | -56571 | -3265813 | -3265813 | -1694768 |
Avg Bars in Trades | 104 | 124 | 84 | 104 | 124 | 84 |
Avg Bars in Winners | 139 | 161 | 115 | 139 | 161 | 115 |
Avg Bars in Losers | 78 | 94 | 62 | 78 | 94 | 62 |
Bars Traded | 7095 | 4222 | 2873 | 7095 | 4222 | 2873 |
Profit Streak | 0 | 88.2963 | 0 | 0 | 88.2963 | 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 | -105567 | 423338 | -582559 | -582233 | -231172 | -582559 |
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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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