Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100075.9438 | 1102103.8428 | -2027.899 | 1008160.316 | 2798949.857 | -1790789.5411 |
Total P&L (%) | 1100.0759 | 1102.1038 | -2.0279 | 1008.1603 | 2798.9499 | -1790.7895 |
Avg Daily Profit (%) | 0.6066 | 0.6077 | -0.0011 | 0.1327 | 0.1858 | 0 |
Buy And Hold Return (%) | 350.5973 | 350.5973 | 350.5973 | 350.5973 | 350.5973 | 350.5973 |
Max Trade Drawdown | -134947 | -66956 | -84453 | -4795661 | -2587131 | -2766330 |
Profit Factor | 3.0484 | 5.223 | 0.9927 | 1.0783 | 1.4393 | 0.725 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 35.2941 | 32.3529 | 38.2353 | 35.2941 | 32.3529 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.5888 | 10.9208 | 1.6035 | 1.9768 | 3.0095 | 1.1711 |
Largest Winning Trade | 625136 | 625136 | 74465 | 4108789 | 4108789 | 1018861 |
Largest Losing Trade | -29655 | -29655 | -22252 | -900335 | -900335 | -827993 |
Avg Bars in Trades | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Winners | 99 | 91 | 107 | 99 | 91 | 107 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 3465 | 1570 | 1895 | 3465 | 1570 | 1895 |
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 | -105148 | 346230 | -582592 | -271482 | 110987 | -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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