Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349121.722 | 1360090.7164 | -10968.9944 | 81721.281 | 82238.8306 | -517.5496 |
Total P&L (%) | 1349.1217 | 1360.0907 | -10.969 | 81.7213 | 82.2388 | -0.5176 |
Avg Daily Profit (%) | 0.7481 | 0.7542 | -0.0061 | 0.0331 | 0.0333 | -0.0003 |
Buy And Hold Return (%) | 181.552 | 181.552 | 181.552 | 181.552 | 181.552 | 181.552 |
Max Trade Drawdown | -108360 | -134539 | -76204 | -915695 | -1153687 | -633674 |
Profit Factor | 3.191 | 5.3118 | 0.9635 | 1.0288 | 1.0509 | 0.9996 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 36.0656 | 29.0323 | 43.3333 | 36.0656 | 29.0323 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.6568 | 12.9843 | 1.2599 | 1.8238 | 2.5688 | 1.3071 |
Largest Winning Trade | 1290654 | 1290654 | 61686 | 1018502 | 1018502 | 374651 |
Largest Losing Trade | -63278 | -36876 | -63278 | -402741 | -251625 | -402741 |
Avg Bars in Trades | 83 | 93 | 73 | 83 | 93 | 73 |
Avg Bars in Winners | 137 | 149 | 129 | 137 | 149 | 129 |
Avg Bars in Losers | 53 | 69 | 31 | 53 | 69 | 31 |
Bars Traded | 5103 | 2884 | 2219 | 5103 | 2884 | 2219 |
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 | -152875 | 313747 | -581751 | -673832 | -489733 | -581751 |
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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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