Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141590.036 | 1128713.5299 | 12876.5061 | 1046845.0404 | 724972.4724 | 321872.568 |
Total P&L (%) | 1141.59 | 1128.7135 | 12.8765 | 1046.845 | 724.9725 | 321.8726 |
Avg Daily Profit (%) | 0.4801 | 0.4746 | 0.0054 | 0.1026 | 0.0888 | 0.0606 |
Buy And Hold Return (%) | 366.9626 | 366.9626 | 366.9626 | 366.9626 | 366.9626 | 366.9626 |
Max Trade Drawdown | -107707 | -92552 | -116685 | -2709188 | -1650586 | -1058602 |
Profit Factor | 3.3672 | 5.8632 | 1.0515 | 1.167 | 1.2301 | 1.1032 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.0147 | 7.2163 | 1.2132 | 1.3914 | 1.514 | 1.2729 |
Largest Winning Trade | 939981 | 939981 | 52359 | 1296611 | 1035174 | 1296611 |
Largest Losing Trade | -43825 | -28418 | -43825 | -881181 | -678274 | -881181 |
Avg Bars in Trades | 108 | 71 | 147 | 108 | 71 | 147 |
Avg Bars in Winners | 175 | 118 | 232 | 175 | 118 | 232 |
Avg Bars in Losers | 53 | 33 | 74 | 53 | 33 | 74 |
Bars Traded | 6206 | 2065 | 4141 | 6206 | 2065 | 4141 |
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 | -167347 | 493302 | -537716 | -276833 | -82370 | -407301 |
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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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