Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1439024.3347 | 1459248.8358 | -20224.5011 | -88397.8125 | 591648.8167 | -680046.6292 |
Total P&L (%) | 1439.0243 | 1459.2488 | -20.2245 | -88.3978 | 591.6488 | -680.0466 |
Avg Daily Profit (%) | 0.7748 | 0.7857 | -0.0109 | -0.1159 | 0.1042 | 0 |
Buy And Hold Return (%) | 221.1857 | 221.1857 | 221.1857 | 221.1857 | 221.1857 | 221.1857 |
Max Trade Drawdown | -144801 | -91361 | -172532 | -2103611 | -789383 | -1348831 |
Profit Factor | 3.2436 | 5.8735 | 0.9409 | 0.9621 | 1.6672 | 0.5292 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.8674 | 7.2289 | 1.0856 | 1.1471 | 2.0519 | 0.6106 |
Largest Winning Trade | 1372282 | 1372282 | 74171 | 1372282 | 1372282 | 639544 |
Largest Losing Trade | -98109 | -34960 | -98109 | -1347549 | -738313 | -1347549 |
Avg Bars in Trades | 93 | 92 | 95 | 93 | 92 | 95 |
Avg Bars in Winners | 143 | 165 | 121 | 143 | 165 | 121 |
Avg Bars in Losers | 52 | 32 | 72 | 52 | 32 | 72 |
Bars Traded | 5341 | 2679 | 2662 | 5341 | 2679 | 2662 |
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 | -162384 | 689183 | -601555 | -760316 | -55795 | -603222 |
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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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