Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1801494.0219 | 1757649.1737 | 43844.8483 | 602513.685 | 2144702.5953 | -1542188.9103 |
Total P&L (%) | 1801.494 | 1757.6492 | 43.8448 | 602.5137 | 2144.7026 | -1542.1889 |
Avg Daily Profit (%) | 1.0091 | 0.9846 | 0.0246 | 0.1093 | 0.1744 | 0 |
Buy And Hold Return (%) | 251.8533 | 251.8533 | 251.8533 | 251.8533 | 251.8533 | 251.8533 |
Max Trade Drawdown | -115833 | -107701 | -125391 | -3621300 | -2582114 | -3635903 |
Profit Factor | 4.2367 | 6.9384 | 1.1682 | 1.055 | 1.3966 | 0.7219 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 39.7059 | 38.2353 | 41.1765 | 39.7059 | 38.2353 | 41.1765 |
Ratio Avg Win / Avg Loss | 6.4334 | 11.2082 | 1.6689 | 1.602 | 2.256 | 1.0313 |
Largest Winning Trade | 1064090 | 1064090 | 54282 | 3952381 | 3952381 | 743833 |
Largest Losing Trade | -77296 | -33456 | -77296 | -3342148 | -791073 | -3342148 |
Avg Bars in Trades | 151 | 168 | 134 | 151 | 168 | 134 |
Avg Bars in Winners | 232 | 207 | 256 | 232 | 207 | 256 |
Avg Bars in Losers | 98 | 144 | 49 | 98 | 144 | 49 |
Bars Traded | 10321 | 5743 | 4578 | 10321 | 5743 | 4578 |
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 | -97198 | 620927 | -363637 | -327667 | 180426 | -582559 |
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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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