Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1667724.3225 | 1680545.5328 | -12821.2103 | -85396.9034 | 1010761.9595 | -1096158.863 |
Total P&L (%) | 1667.7243 | 1680.5455 | -12.8212 | -85.3969 | 1010.762 | -1096.1589 |
Avg Daily Profit (%) | 0.93 | 0.9372 | -0.0072 | -0.1072 | 0.1344 | 0 |
Buy And Hold Return (%) | 306.6779 | 306.6779 | 306.6779 | 306.6779 | 306.6779 | 306.6779 |
Max Trade Drawdown | -120210 | -73337 | -200078 | -1212987 | -266966 | -1382978 |
Profit Factor | 3.7141 | 8.5872 | 0.9674 | 0.9521 | 4.0395 | 0.2444 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 45.1613 | 38.7097 | 51.6129 | 45.1613 | 38.7097 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.51 | 13.5965 | 0.9069 | 1.1561 | 6.3958 | 0.2291 |
Largest Winning Trade | 920408 | 920408 | 69640 | 868789 | 868789 | 262930 |
Largest Losing Trade | -95225 | -25492 | -95225 | -907096 | -266966 | -907096 |
Avg Bars in Trades | 111 | 100 | 121 | 111 | 100 | 121 |
Avg Bars in Winners | 168 | 160 | 175 | 168 | 160 | 175 |
Avg Bars in Losers | 63 | 62 | 65 | 63 | 62 | 65 |
Bars Traded | 6890 | 3111 | 3779 | 6890 | 3111 | 3779 |
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 | -141292 | 589291 | -580608 | -739492 | -13443 | -580608 |
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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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