Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1370840.118 | 1349213.3213 | 21626.7967 | 1629457.6102 | 1996453.2674 | -366995.6572 |
Total P&L (%) | 1370.8401 | 1349.2133 | 21.6268 | 1629.4576 | 1996.4533 | -366.9957 |
Avg Daily Profit (%) | 0.7559 | 0.744 | 0.0119 | 0.1573 | 0.1679 | 0 |
Buy And Hold Return (%) | 641.0582 | 641.0582 | 641.0582 | 641.0582 | 641.0582 | 641.0582 |
Max Trade Drawdown | -167303 | -96411 | -99372 | -1046936 | -620418 | -795616 |
Profit Factor | 3.2064 | 5.4937 | 1.0674 | 1.32 | 1.9859 | 0.8803 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 36.7647 | 35.2941 | 38.2353 | 36.7647 | 35.2941 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.5151 | 10.0717 | 1.7242 | 2.2704 | 3.6408 | 1.4221 |
Largest Winning Trade | 669980 | 669980 | 68839 | 1010488 | 1010488 | 865082 |
Largest Losing Trade | -39646 | -34125 | -39646 | -484774 | -307690 | -484774 |
Avg Bars in Trades | 103 | 106 | 99 | 103 | 106 | 99 |
Avg Bars in Winners | 183 | 190 | 177 | 183 | 190 | 177 |
Avg Bars in Losers | 56 | 60 | 52 | 56 | 60 | 52 |
Bars Traded | 7023 | 3628 | 3395 | 7023 | 3628 | 3395 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105973 | 321007 | -492592 | -113452 | 100474 | -583703 |
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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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