Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246014.2712 | 1148566.3285 | 97447.9427 | 188390.7714 | -218861.8494 | 407252.6208 |
Total P&L (%) | 1246.0143 | 1148.5663 | 97.4479 | 188.3908 | -218.8618 | 407.2526 |
Avg Daily Profit (%) | 0.6944 | 0.64 | 0.0543 | 0.059 | 0 | 0.0905 |
Buy And Hold Return (%) | 262.7957 | 262.7957 | 262.7957 | 262.7957 | 262.7957 | 262.7957 |
Max Trade Drawdown | -140968 | -129944 | -47946 | -500038 | -504141 | -107388 |
Profit Factor | 3.9159 | 5.7125 | 1.5308 | 1.1668 | 0.7305 | 2.2824 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 4.1532 | 6.4266 | 1.5308 | 1.2375 | 0.8218 | 2.2824 |
Largest Winning Trade | 1224714 | 1224714 | 65758 | 247953 | 247953 | 207162 |
Largest Losing Trade | -79754 | -40328 | -79754 | -246860 | -246860 | -79754 |
Avg Bars in Trades | 46 | 46 | 47 | 46 | 46 | 47 |
Avg Bars in Winners | 67 | 55 | 79 | 67 | 55 | 79 |
Avg Bars in Losers | 27 | 38 | 15 | 27 | 38 | 15 |
Bars Traded | 3182 | 1574 | 1608 | 3182 | 1574 | 1608 |
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 | -96649 | 614249 | -283590 | -431312 | -581939 | -77661 |
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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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