Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864608.0667 | 786483.3825 | 78124.6842 | 1795084.033 | 2336197.4654 | -541113.4324 |
Total P&L (%) | 864.6081 | 786.4834 | 78.1247 | 1795.084 | 2336.1975 | -541.1134 |
Avg Daily Profit (%) | 0.399 | 0.3629 | 0.0361 | 0.1358 | 0.1475 | 0 |
Buy And Hold Return (%) | 358.8608 | 358.8608 | 358.8608 | 358.8608 | 358.8608 | 358.8608 |
Max Trade Drawdown | -125086 | -86851 | -116031 | -7692484 | -4305664 | -3555475 |
Profit Factor | 2.6782 | 4.5263 | 1.2674 | 1.1473 | 1.4348 | 0.9206 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 57.377 | 54.8387 | 60 | 57.377 | 54.8387 | 60 |
Ratio Avg Win / Avg Loss | 1.9896 | 3.7276 | 0.8449 | 0.8523 | 1.1816 | 0.6137 |
Largest Winning Trade | 369874 | 369874 | 58270 | 4021405 | 4021405 | 2735864 |
Largest Losing Trade | -66747 | -29306 | -66747 | -2156952 | -1471363 | -2156952 |
Avg Bars in Trades | 98 | 88 | 109 | 98 | 88 | 109 |
Avg Bars in Winners | 108 | 90 | 126 | 108 | 90 | 126 |
Avg Bars in Losers | 85 | 87 | 83 | 85 | 87 | 83 |
Bars Traded | 6035 | 2758 | 3277 | 6035 | 2758 | 3277 |
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 | -154356 | 426736 | -311047 | -237798 | 193916 | -579529 |
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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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