Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621948.4668 | 647101.8604 | -25153.3936 | 83718.7192 | 248458.5864 | -164739.8672 |
Total P&L (%) | 621.9485 | 647.1019 | -25.1534 | 83.7187 | 248.4586 | -164.7399 |
Avg Daily Profit (%) | 0.3363 | 0.3499 | -0.0136 | 0.0329 | 0.0675 | 0 |
Buy And Hold Return (%) | 114.4919 | 114.4919 | 114.4919 | 114.4919 | 114.4919 | 114.4919 |
Max Trade Drawdown | -255806 | -152979 | -137917 | -392026 | -219916 | -173751 |
Profit Factor | 2.1287 | 3.6937 | 0.9191 | 1.1399 | 1.8697 | 0.4729 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 44.1176 | 50 | 38.2353 | 44.1176 | 50 | 38.2353 |
Ratio Avg Win / Avg Loss | 2.6963 | 3.6937 | 1.4847 | 1.4439 | 1.8697 | 0.7639 |
Largest Winning Trade | 543862 | 543862 | 58670 | 339150 | 339150 | 41123 |
Largest Losing Trade | -55010 | -55010 | -51292 | -126445 | -126445 | -77812 |
Avg Bars in Trades | 76 | 77 | 74 | 76 | 77 | 74 |
Avg Bars in Winners | 107 | 101 | 115 | 107 | 101 | 115 |
Avg Bars in Losers | 51 | 53 | 49 | 51 | 53 | 49 |
Bars Traded | 5180 | 2636 | 2544 | 5180 | 2636 | 2544 |
Profit Streak | 0 | 0 | 87.374 | 0 | 0 | 87.374 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103859 | 548644 | -583145 | -497375 | -104995 | -584812 |
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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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