Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773933.8006 | 730936.4529 | 42997.3477 | 1027604.6585 | 1463800.9206 | -436196.2621 |
Total P&L (%) | 773.9338 | 730.9365 | 42.9973 | 1027.6047 | 1463.8009 | -436.1963 |
Avg Daily Profit (%) | 0.428 | 0.4042 | 0.0238 | 0.1341 | 0.1522 | 0 |
Buy And Hold Return (%) | 226.8545 | 226.8545 | 226.8545 | 226.8545 | 226.8545 | 226.8545 |
Max Trade Drawdown | -100608 | -61697 | -57525 | -1854972 | -1267962 | -909766 |
Profit Factor | 2.5676 | 4.0656 | 1.1684 | 1.2298 | 1.697 | 0.8161 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.5552 | 5.6294 | 1.6178 | 1.7027 | 2.3497 | 1.13 |
Largest Winning Trade | 369703 | 369703 | 69338 | 1282705 | 1282705 | 489028 |
Largest Losing Trade | -28719 | -28719 | -24159 | -638191 | -540048 | -638191 |
Avg Bars in Trades | 85 | 78 | 91 | 85 | 78 | 91 |
Avg Bars in Winners | 151 | 136 | 165 | 151 | 136 | 165 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 5277 | 2439 | 2838 | 5277 | 2439 | 2838 |
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 | -149777 | 388907 | -364190 | -176538 | 262920 | -582287 |
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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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