Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860874.3327 | 761316.5516 | 99557.7811 | 2584085.2454 | 1120285.7191 | 1463799.5263 |
Total P&L (%) | 860.8743 | 761.3166 | 99.5578 | 2584.0852 | 1120.2857 | 1463.7995 |
Avg Daily Profit (%) | 0.4636 | 0.41 | 0.0536 | 0.1773 | 0.1348 | 0.1482 |
Buy And Hold Return (%) | 66.3152 | 66.3152 | 66.3152 | 66.3152 | 66.3152 | 66.3152 |
Max Trade Drawdown | -104999 | -79273 | -68714 | -2990588 | -1623230 | -1748056 |
Profit Factor | 2.7103 | 3.7712 | 1.4355 | 1.2911 | 1.194 | 1.4717 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 50.7463 | 54.5455 | 47.0588 | 50.7463 | 54.5455 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.6306 | 3.1426 | 1.6149 | 1.2531 | 0.995 | 1.6557 |
Largest Winning Trade | 343364 | 343364 | 74183 | 1411844 | 1411844 | 985501 |
Largest Losing Trade | -49594 | -49594 | -43985 | -794061 | -794061 | -594754 |
Avg Bars in Trades | 103 | 136 | 71 | 103 | 136 | 71 |
Avg Bars in Winners | 142 | 161 | 122 | 142 | 161 | 122 |
Avg Bars in Losers | 62 | 106 | 26 | 62 | 106 | 26 |
Bars Traded | 6925 | 4501 | 2424 | 6925 | 4501 | 2424 |
Profit Streak | 0 | 33.2548 | 0 | 0 | 33.2548 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105441 | 641957 | -130666 | -113029 | -20293 | 226675 |
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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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