Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1658630.4863 | 1808014.6052 | -149384.1189 | -81629.0689 | 505513.0829 | -587142.1518 |
Total P&L (%) | 1658.6305 | 1808.0146 | -149.3841 | -81.6291 | 505.5131 | -587.1422 |
Avg Daily Profit (%) | 0.8898 | 0.97 | -0.0801 | -0.0909 | 0.0967 | 0 |
Buy And Hold Return (%) | 88.5677 | 88.5677 | 88.5677 | 88.5677 | 88.5677 | 88.5677 |
Max Trade Drawdown | -351533 | -215544 | -176892 | -1147534 | -595417 | -559996 |
Profit Factor | 2.9286 | 4.957 | 0.6294 | 0.9409 | 1.7341 | 0.1527 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 33.3333 | 38.2353 | 28.5714 | 33.3333 | 38.2353 | 28.5714 |
Ratio Avg Win / Avg Loss | 5.8571 | 8.0074 | 1.5736 | 1.8818 | 2.8012 | 0.3816 |
Largest Winning Trade | 1797921 | 1797921 | 71534 | 1093372 | 1093372 | 54876 |
Largest Losing Trade | -56642 | -41154 | -56642 | -352717 | -352717 | -297125 |
Avg Bars in Trades | 156 | 222 | 93 | 156 | 222 | 93 |
Avg Bars in Winners | 306 | 403 | 179 | 306 | 403 | 179 |
Avg Bars in Losers | 81 | 109 | 58 | 81 | 109 | 58 |
Bars Traded | 10808 | 7549 | 3259 | 10808 | 7549 | 3259 |
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 | -93922 | 593441 | -592083 | -690759 | -65673 | -594861 |
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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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