Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668094.0845 | 672956.1527 | -4862.0682 | 166030.4264 | 243173.884 | -77143.4576 |
Total P&L (%) | 668.0941 | 672.9562 | -4.8621 | 166.0304 | 243.1739 | -77.1435 |
Avg Daily Profit (%) | 0.3643 | 0.367 | -0.0027 | 0.0534 | 0.0673 | -0.0805 |
Buy And Hold Return (%) | 140.0189 | 140.0189 | 140.0189 | 140.0189 | 140.0189 | 140.0189 |
Max Trade Drawdown | -114619 | -75025 | -63964 | -722252 | -431304 | -323820 |
Profit Factor | 2.3214 | 3.5716 | 0.9801 | 1.0764 | 1.2018 | 0.9204 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 43.75 | 48.3871 | 46.0317 | 43.75 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.7216 | 4.5921 | 1.0454 | 1.262 | 1.5451 | 0.9817 |
Largest Winning Trade | 626782 | 626782 | 45453 | 381597 | 381597 | 153883 |
Largest Losing Trade | -36468 | -36468 | -33603 | -319586 | -319586 | -126510 |
Avg Bars in Trades | 166 | 158 | 175 | 166 | 158 | 175 |
Avg Bars in Winners | 262 | 242 | 281 | 262 | 242 | 281 |
Avg Bars in Losers | 85 | 92 | 76 | 85 | 92 | 76 |
Bars Traded | 10506 | 5067 | 5439 | 10506 | 5067 | 5439 |
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 | -140216 | 440784 | -579778 | -518686 | -113627 | -581445 |
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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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