Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1731376.0053 | 1692753.9408 | 38622.0645 | 591528.4442 | 1511248.3627 | -919719.9184 |
Total P&L (%) | 1731.376 | 1692.7539 | 38.6221 | 591.5284 | 1511.2484 | -919.7199 |
Avg Daily Profit (%) | 0.9668 | 0.9453 | 0.0216 | 0.108 | 0.1553 | 0 |
Buy And Hold Return (%) | 228.8144 | 228.8144 | 228.8144 | 228.8144 | 228.8144 | 228.8144 |
Max Trade Drawdown | -76306 | -78703 | -71402 | -2067047 | -1002988 | -1814861 |
Profit Factor | 4.4502 | 10.1829 | 1.1216 | 1.1101 | 1.8477 | 0.7439 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 42.6471 | 32.3529 | 52.9412 | 42.6471 | 32.3529 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.9847 | 21.2915 | 0.997 | 1.4928 | 3.8634 | 0.6613 |
Largest Winning Trade | 1037200 | 1037200 | 64389 | 2165265 | 2165265 | 534335 |
Largest Losing Trade | -77130 | -35464 | -77130 | -1765668 | -295481 | -1765668 |
Avg Bars in Trades | 100 | 80 | 120 | 100 | 80 | 120 |
Avg Bars in Winners | 184 | 168 | 194 | 184 | 168 | 194 |
Avg Bars in Losers | 38 | 39 | 38 | 38 | 39 | 38 |
Bars Traded | 6861 | 2750 | 4111 | 6861 | 2750 | 4111 |
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 | -95934 | 537853 | -417842 | -267911 | 144679 | -580413 |
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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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