Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780764.3846 | 717513.0444 | 63251.3402 | 177329.4874 | 481470.5234 | -304141.036 |
Total P&L (%) | 780.7644 | 717.513 | 63.2513 | 177.3295 | 481.4705 | -304.141 |
Avg Daily Profit (%) | 0.4236 | 0.3892 | 0.0343 | 0.0554 | 0.0955 | 0 |
Buy And Hold Return (%) | 122.7473 | 122.7473 | 122.7473 | 122.7473 | 122.7473 | 122.7473 |
Max Trade Drawdown | -119019 | -77359 | -102024 | -453866 | -173290 | -396425 |
Profit Factor | 2.7446 | 5.0028 | 1.2358 | 1.1445 | 2.1151 | 0.6175 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 54.8387 | 54.8387 | 54.8387 | 54.8387 | 54.8387 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.2603 | 4.1199 | 1.0177 | 0.9426 | 1.7418 | 0.5085 |
Largest Winning Trade | 472657 | 472657 | 59926 | 290140 | 290140 | 70720 |
Largest Losing Trade | -93659 | -35544 | -93659 | -357895 | -76585 | -357895 |
Avg Bars in Trades | 83 | 92 | 74 | 83 | 92 | 74 |
Avg Bars in Winners | 107 | 119 | 94 | 107 | 119 | 94 |
Avg Bars in Losers | 54 | 59 | 49 | 54 | 59 | 49 |
Bars Traded | 5168 | 2871 | 2297 | 5168 | 2871 | 2297 |
Profit Streak | 0 | 0 | 75.6341 | 0 | 0 | 75.6341 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143113 | 621714 | -311995 | -367513 | -63093 | -579632 |
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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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