Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359934.1249 | 1342706.0184 | 17228.1065 | 51752.0288 | 257575.2014 | -205823.1726 |
Total P&L (%) | 1359.9341 | 1342.706 | 17.2281 | 51.752 | 257.5752 | -205.8232 |
Avg Daily Profit (%) | 0.7229 | 0.7137 | 0.0092 | 0.0222 | 0.0678 | 0 |
Buy And Hold Return (%) | 269.5992 | 269.5992 | 269.5992 | 269.5992 | 269.5992 | 269.5992 |
Max Trade Drawdown | -138460 | -52622 | -108681 | -611492 | -264392 | -581149 |
Profit Factor | 3.515 | 6.2842 | 1.0601 | 1.0372 | 1.5097 | 0.768 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 42.029 | 38.2353 | 45.7143 | 42.029 | 38.2353 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.8483 | 10.1514 | 1.2589 | 1.4306 | 2.4388 | 0.912 |
Largest Winning Trade | 1066627 | 1066627 | 60807 | 366553 | 366553 | 243163 |
Largest Losing Trade | -94008 | -44970 | -94008 | -581149 | -85187 | -581149 |
Avg Bars in Trades | 77 | 75 | 79 | 77 | 75 | 79 |
Avg Bars in Winners | 122 | 123 | 121 | 122 | 123 | 121 |
Avg Bars in Losers | 44 | 46 | 43 | 44 | 46 | 43 |
Bars Traded | 5354 | 2583 | 2771 | 5354 | 2583 | 2771 |
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 | -91468 | 540484 | -502459 | -618045 | -270366 | -582454 |
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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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