Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1789686.6536 | 1887569.1433 | -97882.4897 | -83779.3658 | 232981.7505 | -316761.1164 |
Total P&L (%) | 1789.6867 | 1887.5691 | -97.8825 | -83.7794 | 232.9818 | -316.7611 |
Avg Daily Profit (%) | 0.9946 | 1.049 | -0.0544 | -0.101 | 0.0669 | 0 |
Buy And Hold Return (%) | 313.068 | 313.068 | 313.068 | 313.068 | 313.068 | 313.068 |
Max Trade Drawdown | -175802 | -180141 | -105290 | -265070 | -201471 | -194249 |
Profit Factor | 3.3132 | 6.33 | 0.7667 | 0.8961 | 1.8261 | 0.3961 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 43.4783 | 40 | 47.0588 | 43.4783 | 40 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.3072 | 9.495 | 0.8625 | 1.165 | 2.7392 | 0.4456 |
Largest Winning Trade | 1870909 | 1870909 | 60087 | 265937 | 265937 | 59328 |
Largest Losing Trade | -90349 | -37077 | -90349 | -213882 | -49321 | -213882 |
Avg Bars in Trades | 74 | 80 | 68 | 74 | 80 | 68 |
Avg Bars in Winners | 101 | 106 | 97 | 101 | 106 | 97 |
Avg Bars in Losers | 53 | 62 | 41 | 53 | 62 | 41 |
Bars Traded | 5120 | 2802 | 2318 | 5120 | 2802 | 2318 |
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 | -89999 | 625128 | -581939 | -687925 | -269849 | -581939 |
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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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