Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332650.838 | 321480.8808 | 11169.9572 | 799707.0837 | 1022742.5706 | -223035.4869 |
Total P&L (%) | 332.6508 | 321.4809 | 11.17 | 799.7071 | 1022.7426 | -223.0355 |
Avg Daily Profit (%) | 0.3769 | 0.3642 | 0.0127 | 0.2492 | 0.2744 | 0 |
Buy And Hold Return (%) | 271.0397 | 271.0397 | 271.0397 | 271.0397 | 271.0397 | 271.0397 |
Max Trade Drawdown | -75482 | -38042 | -77645 | -793420 | -306769 | -914018 |
Profit Factor | 2.3831 | 5.798 | 1.0644 | 1.3942 | 3.0131 | 0.8534 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 63.9344 | 70.9677 | 56.6667 | 63.9344 | 70.9677 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.3443 | 2.3719 | 0.8139 | 0.7864 | 1.2326 | 0.6526 |
Largest Winning Trade | 77027 | 77027 | 51154 | 515709 | 213559 | 515709 |
Largest Losing Trade | -33958 | -15589 | -33958 | -505231 | -129429 | -505231 |
Avg Bars in Trades | 75 | 72 | 79 | 75 | 72 | 79 |
Avg Bars in Winners | 91 | 81 | 104 | 91 | 81 | 104 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 4622 | 2236 | 2386 | 4622 | 2236 | 2386 |
Profit Streak | 0 | 0 | 17.3246 | 0 | 0 | 17.3246 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -246690 | -87796 | -491705 | -159897 | 488591 | -579392 |
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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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