Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1370725.7737 | 1400455.4155 | -29729.6418 | -42475.8029 | 797050.2574 | -839526.0603 |
Total P&L (%) | 1370.7258 | 1400.4554 | -29.7296 | -42.4758 | 797.0503 | -839.5261 |
Avg Daily Profit (%) | 0.7385 | 0.7545 | -0.016 | -0.0298 | 0.1183 | 0 |
Buy And Hold Return (%) | 108.6281 | 108.6281 | 108.6281 | 108.6281 | 108.6281 | 108.6281 |
Max Trade Drawdown | -181442 | -90255 | -180659 | -2031142 | -669710 | -1385113 |
Profit Factor | 3.4564 | 7.3322 | 0.9117 | 0.9853 | 1.915 | 0.5853 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.4242 | 10.3872 | 1.052 | 1.2612 | 2.7129 | 0.6753 |
Largest Winning Trade | 1391768 | 1391768 | 74315 | 1391768 | 1391768 | 503828 |
Largest Losing Trade | -78037 | -34227 | -78037 | -1039821 | -390265 | -1039821 |
Avg Bars in Trades | 186 | 163 | 210 | 186 | 163 | 210 |
Avg Bars in Winners | 314 | 275 | 349 | 314 | 275 | 349 |
Avg Bars in Losers | 87 | 84 | 89 | 87 | 84 | 89 |
Bars Traded | 10635 | 4751 | 5884 | 10635 | 4751 | 5884 |
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 | -162636 | 644315 | -601555 | -760999 | -34471 | -603222 |
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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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