Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497222.3738 | 441336.9985 | 55885.3752 | 443297.6608 | 565103.9272 | -121806.2665 |
Total P&L (%) | 497.2224 | 441.337 | 55.8854 | 443.2977 | 565.1039 | -121.8063 |
Avg Daily Profit (%) | 0.2922 | 0.2594 | 0.0328 | 0.0995 | 0.1114 | 0 |
Buy And Hold Return (%) | 106.609 | 106.609 | 106.609 | 106.609 | 106.609 | 106.609 |
Max Trade Drawdown | -100829 | -47673 | -70118 | -2310399 | -1113071 | -1339109 |
Profit Factor | 2.1839 | 3.4863 | 1.2305 | 1.0927 | 1.2544 | 0.9525 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 51.4286 | 48.5714 | 54.2857 | 51.4286 | 48.5714 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.0625 | 3.6914 | 1.0362 | 1.0319 | 1.3281 | 0.8021 |
Largest Winning Trade | 204735 | 204735 | 49628 | 567830 | 567830 | 496949 |
Largest Losing Trade | -70118 | -43059 | -70118 | -1274878 | -531030 | -1274878 |
Avg Bars in Trades | 93 | 97 | 90 | 93 | 97 | 90 |
Avg Bars in Winners | 128 | 133 | 123 | 128 | 133 | 123 |
Avg Bars in Losers | 57 | 62 | 50 | 57 | 62 | 50 |
Bars Traded | 6560 | 3402 | 3158 | 6560 | 3402 | 3158 |
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 | -87382 | 436824 | -314585 | -279121 | -45721 | -580232 |
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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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