Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760348.223 | 748155.4364 | 12192.7866 | 323806.2136 | 216983.617 | 106822.5966 |
Total P&L (%) | 760.3482 | 748.1554 | 12.1928 | 323.8062 | 216.9836 | 106.8226 |
Avg Daily Profit (%) | 0.4081 | 0.4015 | 0.0065 | 0.0775 | 0.0619 | 0.039 |
Buy And Hold Return (%) | 62.7235 | 62.7235 | 62.7235 | 62.7235 | 62.7235 | 62.7235 |
Max Trade Drawdown | -164712 | -73374 | -112291 | -1979321 | -1095219 | -957001 |
Profit Factor | 2.2869 | 4.1894 | 1.0342 | 1.0912 | 1.1254 | 1.0587 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 45.1613 | 40 | 42.623 | 45.1613 | 40 |
Ratio Avg Win / Avg Loss | 3.0785 | 5.0871 | 1.5513 | 1.469 | 1.3665 | 1.5881 |
Largest Winning Trade | 507848 | 507848 | 75877 | 569180 | 569180 | 377256 |
Largest Losing Trade | -63682 | -36953 | -63682 | -833085 | -833085 | -688554 |
Avg Bars in Trades | 118 | 114 | 123 | 118 | 114 | 123 |
Avg Bars in Winners | 184 | 158 | 215 | 184 | 158 | 215 |
Avg Bars in Losers | 69 | 78 | 62 | 69 | 78 | 62 |
Bars Traded | 7242 | 3543 | 3699 | 7242 | 3543 | 3699 |
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 | -154976 | 541406 | -535564 | -379983 | -197477 | -308411 |
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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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