Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1795892.6713 | 1943646.5882 | -147753.9169 | -96192.3924 | 201007.3953 | -297199.7877 |
Total P&L (%) | 1795.8927 | 1943.6466 | -147.7539 | -96.1924 | 201.0074 | -297.1998 |
Avg Daily Profit (%) | 0.9983 | 1.0804 | -0.0821 | -0.1815 | 0.0613 | 0 |
Buy And Hold Return (%) | 230.4682 | 230.4682 | 230.4682 | 230.4682 | 230.4682 | 230.4682 |
Max Trade Drawdown | -158674 | -123618 | -246306 | -142871 | -18669 | -257000 |
Profit Factor | 3.1636 | 6.6899 | 0.6975 | 0.7366 | 6.09 | 0.0876 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 42.1875 | 37.5 | 46.875 | 42.1875 | 37.5 | 46.875 |
Ratio Avg Win / Avg Loss | 4.3354 | 11.1498 | 0.7905 | 1.0095 | 10.15 | 0.0993 |
Largest Winning Trade | 1903375 | 1903375 | 60872 | 138751 | 138751 | 6725 |
Largest Losing Trade | -89859 | -34691 | -89859 | -131232 | -4851 | -131232 |
Avg Bars in Trades | 107 | 117 | 97 | 107 | 117 | 97 |
Avg Bars in Winners | 151 | 152 | 151 | 151 | 152 | 151 |
Avg Bars in Losers | 76 | 97 | 50 | 76 | 97 | 50 |
Bars Traded | 6907 | 3774 | 3133 | 6907 | 3774 | 3133 |
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 | -127431 | 613590 | -582025 | -725927 | -272974 | -582025 |
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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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