Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650055.8792 | 704579.6197 | -54523.7405 | 117700.4283 | 492099.6212 | -374399.1929 |
Total P&L (%) | 650.0559 | 704.5796 | -54.5237 | 117.7004 | 492.0996 | -374.3992 |
Avg Daily Profit (%) | 0.3122 | 0.3383 | -0.0262 | 0.0374 | 0.0854 | 0 |
Buy And Hold Return (%) | 118.7311 | 118.7311 | 118.7311 | 118.7311 | 118.7311 | 118.7311 |
Max Trade Drawdown | -108459 | -107700 | -52044 | -3906102 | -3865541 | -599577 |
Profit Factor | 2.3851 | 3.0612 | 0.5723 | 1.0183 | 1.0891 | 0.5844 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 53.7313 | 54.5455 | 52.9412 | 53.7313 | 54.5455 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.0538 | 2.551 | 0.5087 | 0.8769 | 0.9076 | 0.5195 |
Largest Winning Trade | 275130 | 275130 | 9057 | 2910859 | 2910859 | 154952 |
Largest Losing Trade | -87116 | -87116 | -27120 | -3592504 | -3592504 | -483282 |
Avg Bars in Trades | 347 | 684 | 19 | 347 | 684 | 19 |
Avg Bars in Winners | 294 | 570 | 19 | 294 | 570 | 19 |
Avg Bars in Losers | 408 | 822 | 20 | 408 | 822 | 20 |
Bars Traded | 23273 | 22600 | 673 | 23273 | 22600 | 673 |
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 | -107993 | 537195 | -580136 | -631313 | -204558 | -580136 |
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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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