Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552500.6639 | 1700933.9768 | -148433.3129 | -98348.4101 | 1582.124 | -99930.5341 |
Total P&L (%) | 1552.5007 | 1700.934 | -148.4333 | -98.3484 | 1.5821 | -99.9305 |
Avg Daily Profit (%) | 0.6969 | 0.7635 | -0.0666 | -0.184 | 0.0007 | -0.3259 |
Buy And Hold Return (%) | 451.0526 | 451.0526 | 451.0526 | 451.0526 | 451.0526 | 451.0526 |
Max Trade Drawdown | -140025 | -71167 | -169905 | -3508 | -1368 | -3530 |
Profit Factor | 3.1159 | 7.5708 | 0.6874 | 0.1199 | 1.3289 | 0.0655 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 48.5714 | 54.2857 | 42.8571 | 48.5714 | 54.2857 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2992 | 6.3754 | 0.9166 | 0.127 | 1.1191 | 0.0874 |
Largest Winning Trade | 1646202 | 1646202 | 52185 | 1843 | 1843 | 1561 |
Largest Losing Trade | -98407 | -57708 | -98407 | -98407 | -869 | -98407 |
Avg Bars in Trades | 182 | 110 | 254 | 182 | 110 | 254 |
Avg Bars in Winners | 257 | 129 | 420 | 257 | 129 | 420 |
Avg Bars in Losers | 111 | 88 | 130 | 111 | 88 | 130 |
Bars Traded | 12780 | 3872 | 8908 | 12780 | 3872 | 8908 |
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 | -83813 | 702084 | -583565 | -679833 | -356282 | -583287 |
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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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