Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566444.1789 | 564998.882 | 1445.2969 | 82876.9239 | 4410575.9389 | -4327699.0149 |
Total P&L (%) | 566.4442 | 564.9989 | 1.4453 | 82.8769 | 4410.5759 | -4327.699 |
Avg Daily Profit (%) | 0.2552 | 0.2546 | 0.0007 | 0.0272 | 0.1718 | 0 |
Buy And Hold Return (%) | 223.1004 | 223.1004 | 223.1004 | 223.1004 | 223.1004 | 223.1004 |
Max Trade Drawdown | -195717 | -76016 | -166022 | -4527338 | -439538 | -4744329 |
Profit Factor | 1.8385 | 3.1798 | 1.0035 | 1.0126 | 5.5639 | 0.2303 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 48.5714 | 45.7143 | 51.4286 | 48.5714 | 45.7143 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.9466 | 3.776 | 0.9477 | 1.0721 | 6.6071 | 0.2175 |
Largest Winning Trade | 153705 | 153705 | 51471 | 2187289 | 2187289 | 352028 |
Largest Losing Trade | -81614 | -24698 | -81614 | -3295149 | -336820 | -3295149 |
Avg Bars in Trades | 121 | 97 | 145 | 121 | 97 | 145 |
Avg Bars in Winners | 166 | 115 | 211 | 166 | 115 | 211 |
Avg Bars in Losers | 79 | 82 | 75 | 79 | 82 | 75 |
Bars Traded | 8501 | 3410 | 5091 | 8501 | 3410 | 5091 |
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 | -90855 | 337613 | -575916 | -628339 | 515827 | -580602 |
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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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