Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239566.352 | 1210277.7039 | 29288.6481 | 2108301.4274 | 2868178.9167 | -759877.4893 |
Total P&L (%) | 1239.5664 | 1210.2777 | 29.2886 | 2108.3014 | 2868.1789 | -759.8775 |
Avg Daily Profit (%) | 0.6818 | 0.6657 | 0.0161 | 0.1704 | 0.1867 | 0 |
Buy And Hold Return (%) | 597.0888 | 597.0888 | 597.0888 | 597.0888 | 597.0888 | 597.0888 |
Max Trade Drawdown | -124236 | -59852 | -89939 | -2881404 | -2307002 | -1599371 |
Profit Factor | 3.3291 | 5.9824 | 1.1012 | 1.2197 | 1.6138 | 0.8456 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 41.4286 | 37.1429 | 45.7143 | 41.4286 | 37.1429 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.7067 | 10.1241 | 1.3077 | 1.7244 | 2.731 | 1.0042 |
Largest Winning Trade | 658623 | 658623 | 77185 | 2840431 | 2840431 | 1030721 |
Largest Losing Trade | -36444 | -22795 | -36444 | -881971 | -833862 | -881971 |
Avg Bars in Trades | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Winners | 85 | 76 | 93 | 85 | 76 | 93 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 3495 | 1600 | 1895 | 3495 | 1600 | 1895 |
Profit Streak | 0 | 105.8043 | 0 | 0 | 105.8043 | 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 | -89971 | 351822 | -447941 | -96261 | 195086 | -580787 |
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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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