Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1465425.8689 | 1368499.3906 | 96926.4782 | 1600097.5857 | 2332003.516 | -731905.9302 |
Total P&L (%) | 1465.4259 | 1368.4994 | 96.9265 | 1600.0976 | 2332.0035 | -731.9059 |
Avg Daily Profit (%) | 0.6607 | 0.617 | 0.0437 | 0.1278 | 0.144 | 0 |
Buy And Hold Return (%) | 191.5132 | 191.5132 | 191.5132 | 191.5132 | 191.5132 | 191.5132 |
Max Trade Drawdown | -149393 | -86543 | -111650 | -8085201 | -3168517 | -5275146 |
Profit Factor | 3.52 | 6.0718 | 1.311 | 1.0813 | 1.2559 | 0.9308 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 52.9412 | 55.8824 | 50 | 52.9412 | 55.8824 | 50 |
Ratio Avg Win / Avg Loss | 3.1289 | 4.7935 | 1.311 | 0.9611 | 0.9915 | 0.9308 |
Largest Winning Trade | 1093827 | 1093827 | 50677 | 2564336 | 2564336 | 1816071 |
Largest Losing Trade | -82816 | -37969 | -82816 | -2582518 | -1678945 | -2582518 |
Avg Bars in Trades | 125 | 145 | 106 | 125 | 145 | 106 |
Avg Bars in Winners | 158 | 182 | 132 | 158 | 182 | 132 |
Avg Bars in Losers | 89 | 98 | 80 | 89 | 98 | 80 |
Bars Traded | 8556 | 4942 | 3614 | 8556 | 4942 | 3614 |
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 | -94433 | 751514 | -300183 | -267893 | -1516 | -580795 |
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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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