Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1732007.9266 | 1670440.0514 | 61567.8752 | 499173.6841 | 1144215.5772 | -645041.8931 |
Total P&L (%) | 1732.0079 | 1670.4401 | 61.5679 | 499.1737 | 1144.2156 | -645.0419 |
Avg Daily Profit (%) | 0.9702 | 0.9357 | 0.0345 | 0.1003 | 0.1413 | 0 |
Buy And Hold Return (%) | 212.587 | 212.587 | 212.587 | 212.587 | 212.587 | 212.587 |
Max Trade Drawdown | -106922 | -108320 | -162459 | -980875 | -647171 | -1558518 |
Profit Factor | 4.0586 | 7.6457 | 1.1955 | 1.146 | 1.8853 | 0.6967 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 51.4706 | 50 | 52.9412 | 51.4706 | 50 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.8267 | 7.6457 | 1.0627 | 1.0805 | 1.8853 | 0.6193 |
Largest Winning Trade | 894014 | 894014 | 59197 | 1024367 | 1024367 | 268938 |
Largest Losing Trade | -85571 | -33979 | -85571 | -759539 | -246887 | -759539 |
Avg Bars in Trades | 101 | 98 | 105 | 101 | 98 | 105 |
Avg Bars in Winners | 139 | 138 | 141 | 139 | 138 | 141 |
Avg Bars in Losers | 61 | 58 | 64 | 61 | 58 | 64 |
Bars Traded | 6921 | 3349 | 3572 | 6921 | 3349 | 3572 |
Profit Streak | 0 | 243.196 | 0 | 0 | 243.196 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92890 | 833346 | -317708 | -236830 | -128 | -580413 |
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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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