Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1711275.3891 | 1830503.2163 | -119227.8272 | -28126.4724 | 483328.8791 | -511455.3515 |
Total P&L (%) | 1711.2754 | 1830.5032 | -119.2278 | -28.1265 | 483.3289 | -511.4554 |
Avg Daily Profit (%) | 0.7209 | 0.7712 | -0.0502 | -0.0139 | 0.0743 | 0 |
Buy And Hold Return (%) | 494.0037 | 494.0037 | 494.0037 | 494.0037 | 494.0037 | 494.0037 |
Max Trade Drawdown | -301772 | -221173 | -173180 | -1087694 | -560062 | -540879 |
Profit Factor | 3.6222 | 6.3953 | 0.6195 | 0.9802 | 1.719 | 0.3187 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.9275 | 41.1765 | 48.5714 | 44.9275 | 41.1765 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.4401 | 9.1362 | 0.6559 | 1.2016 | 2.4558 | 0.3374 |
Largest Winning Trade | 1806213 | 1806213 | 35043 | 1001729 | 1001729 | 93688 |
Largest Losing Trade | -56496 | -39554 | -56496 | -318909 | -205078 | -318909 |
Avg Bars in Trades | 91 | 128 | 55 | 91 | 128 | 55 |
Avg Bars in Winners | 103 | 161 | 55 | 103 | 161 | 55 |
Avg Bars in Losers | 82 | 106 | 55 | 82 | 106 | 55 |
Bars Traded | 6324 | 4382 | 1942 | 6324 | 4382 | 1942 |
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 | -91674 | 558546 | -581343 | -687361 | -259674 | -581343 |
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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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