Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1647959.4673 | 1774117.4931 | -126158.0258 | -70876.8156 | 145929.4505 | -216806.2662 |
Total P&L (%) | 1647.9595 | 1774.1175 | -126.158 | -70.8768 | 145.9295 | -216.8063 |
Avg Daily Profit (%) | 0.7453 | 0.8024 | -0.0571 | -0.0558 | 0.0407 | 0 |
Buy And Hold Return (%) | 295.0845 | 295.0845 | 295.0845 | 295.0845 | 295.0845 | 295.0845 |
Max Trade Drawdown | -144811 | -99531 | -178422 | -226991 | -66180 | -201636 |
Profit Factor | 3.8085 | 8.601 | 0.643 | 0.846 | 1.9676 | 0.2991 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 43.0769 | 46.875 | 39.3939 | 43.0769 | 46.875 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.0326 | 9.7479 | 0.9892 | 1.1179 | 2.23 | 0.4601 |
Largest Winning Trade | 1900666 | 1900666 | 46162 | 241054 | 241054 | 18500 |
Largest Losing Trade | -69828 | -40897 | -69828 | -129554 | -41895 | -129554 |
Avg Bars in Trades | 64 | 50 | 78 | 64 | 50 | 78 |
Avg Bars in Winners | 98 | 78 | 121 | 98 | 78 | 121 |
Avg Bars in Losers | 38 | 25 | 50 | 38 | 25 | 50 |
Bars Traded | 4202 | 1614 | 2588 | 4202 | 1614 | 2588 |
Profit Streak | 0 | 34.7758 | 0 | 0 | 34.7758 | 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 | -120293 | 748172 | -584927 | -718081 | -300824 | -584927 |
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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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