Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107139.3202 | 1117253.5088 | -10114.1886 | 832620.2628 | 1869527.6069 | -1036907.3441 |
Total P&L (%) | 1107.1393 | 1117.2535 | -10.1142 | 832.6203 | 1869.5276 | -1036.9073 |
Avg Daily Profit (%) | 0.61 | 0.6156 | -0.0056 | 0.1231 | 0.1643 | 0 |
Buy And Hold Return (%) | 669.9334 | 669.9334 | 669.9334 | 669.9334 | 669.9334 | 669.9334 |
Max Trade Drawdown | -132254 | -85102 | -121469 | -2200878 | -1372856 | -1201200 |
Profit Factor | 2.8889 | 5.4211 | 0.9697 | 1.1435 | 1.756 | 0.6885 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 40.7895 | 44.7368 | 36.8421 | 40.7895 | 44.7368 | 36.8421 |
Ratio Avg Win / Avg Loss | 4.1936 | 6.6966 | 1.6623 | 1.6599 | 2.1691 | 1.1804 |
Largest Winning Trade | 668694 | 668694 | 77297 | 1305441 | 1305441 | 526629 |
Largest Losing Trade | -46275 | -23375 | -46275 | -527011 | -434323 | -527011 |
Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Winners | 77 | 63 | 94 | 77 | 63 | 94 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 3500 | 1621 | 1879 | 3500 | 1621 | 1879 |
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 | -49506 | 307995 | -583104 | -237415 | 206325 | -584215 |
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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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