Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615184.9326 | 631528.2522 | -16343.3195 | 529984.8256 | 1363906.2243 | -833921.3987 |
Total P&L (%) | 615.1849 | 631.5283 | -16.3433 | 529.9848 | 1363.9062 | -833.9214 |
Avg Daily Profit (%) | 0.2648 | 0.2719 | -0.007 | 0.0793 | 0.1156 | 0 |
Buy And Hold Return (%) | 83.8966 | 83.8966 | 83.8966 | 83.8966 | 83.8966 | 83.8966 |
Max Trade Drawdown | -155968 | -60080 | -172497 | -1222946 | -511077 | -1116408 |
Profit Factor | 2.3174 | 4.3947 | 0.9418 | 1.1807 | 2.158 | 0.5246 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 26.8657 | 32.3529 | 21.2121 | 26.8657 | 32.3529 | 21.2121 |
Ratio Avg Win / Avg Loss | 6.3084 | 9.1889 | 3.4982 | 3.2143 | 4.5121 | 1.9487 |
Largest Winning Trade | 346298 | 346298 | 93131 | 1140289 | 1140289 | 254086 |
Largest Losing Trade | -33927 | -19700 | -33927 | -395056 | -211685 | -395056 |
Avg Bars in Trades | 59 | 37 | 81 | 59 | 37 | 81 |
Avg Bars in Winners | 185 | 93 | 330 | 185 | 93 | 330 |
Avg Bars in Losers | 13 | 11 | 14 | 13 | 11 | 14 |
Bars Traded | 3987 | 1286 | 2701 | 3987 | 1286 | 2701 |
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 | -129865 | 328428 | -624534 | -250625 | -41039 | -624534 |
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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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