Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161231.8699 | 1152162.882 | 9068.9878 | 1216296.9879 | 2485634.6999 | -1269337.712 |
Total P&L (%) | 1161.2319 | 1152.1629 | 9.069 | 1216.297 | 2485.6347 | -1269.3377 |
Avg Daily Profit (%) | 0.6392 | 0.6342 | 0.005 | 0.142 | 0.1792 | 0 |
Buy And Hold Return (%) | 601.8197 | 601.8197 | 601.8197 | 601.8197 | 601.8197 | 601.8197 |
Max Trade Drawdown | -128179 | -76381 | -77973 | -4412743 | -2742507 | -2308461 |
Profit Factor | 3.1292 | 5.7104 | 1.0302 | 1.1253 | 1.6053 | 0.7734 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 43.3333 | 41.9355 | 42.623 | 43.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.2124 | 7.4675 | 1.4264 | 1.5148 | 2.0992 | 1.0708 |
Largest Winning Trade | 625108 | 625108 | 68338 | 2651310 | 2651310 | 955473 |
Largest Losing Trade | -46334 | -46334 | -43507 | -1427832 | -1216169 | -1427832 |
Avg Bars in Trades | 85 | 109 | 61 | 85 | 109 | 61 |
Avg Bars in Winners | 114 | 149 | 79 | 114 | 149 | 79 |
Avg Bars in Losers | 63 | 79 | 48 | 63 | 79 | 48 |
Bars Traded | 5198 | 3296 | 1902 | 5198 | 3296 | 1902 |
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 | -158734 | 358767 | -542465 | -260572 | 221466 | -582287 |
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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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