Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2204022.2708 | 2268714.5673 | -64692.2965 | 95029.3551 | 1779739.1771 | -1684709.822 |
Total P&L (%) | 2204.0223 | 2268.7146 | -64.6923 | 95.0294 | 1779.7392 | -1684.7098 |
Avg Daily Profit (%) | 1.186 | 1.2208 | -0.0348 | 0.036 | 0.158 | 0 |
Buy And Hold Return (%) | 142.7899 | 142.7899 | 142.7899 | 142.7899 | 142.7899 | 142.7899 |
Max Trade Drawdown | -182236 | -75424 | -165399 | -1453012 | -526358 | -1698488 |
Profit Factor | 4.1969 | 10.7704 | 0.8585 | 1.0188 | 2.2855 | 0.5401 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.4883 | 14.0844 | 1.1227 | 1.3323 | 2.9887 | 0.7063 |
Largest Winning Trade | 2148153 | 2148153 | 76595 | 1147420 | 1147420 | 585903 |
Largest Losing Trade | -51338 | -34935 | -51338 | -744502 | -214302 | -744502 |
Avg Bars in Trades | 89 | 72 | 105 | 89 | 72 | 105 |
Avg Bars in Winners | 151 | 112 | 190 | 151 | 112 | 190 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 5349 | 2186 | 3163 | 5349 | 2186 | 3163 |
Profit Streak | 0 | 0 | 137.2014 | 0 | 0 | 137.2014 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155385 | 699100 | -580790 | -686559 | 338030 | -582457 |
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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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