Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579172.6307 | 519094.7902 | 60077.8405 | 289079.306 | 1481161.9206 | -1192082.6147 |
Total P&L (%) | 579.1726 | 519.0948 | 60.0778 | 289.0793 | 1481.1619 | -1192.0826 |
Avg Daily Profit (%) | 0.3028 | 0.2714 | 0.0314 | 0.071 | 0.1444 | 0 |
Buy And Hold Return (%) | 28.1785 | 28.1785 | 28.1785 | 28.1785 | 28.1785 | 28.1785 |
Max Trade Drawdown | -183364 | -137434 | -92745 | -1623399 | -616647 | -1752608 |
Profit Factor | 2.1077 | 3.1601 | 1.2126 | 1.073 | 2.1419 | 0.5521 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 39.0625 | 34.375 | 43.75 | 39.0625 | 34.375 | 43.75 |
Ratio Avg Win / Avg Loss | 3.288 | 6.033 | 1.5591 | 1.6739 | 4.089 | 0.7099 |
Largest Winning Trade | 289408 | 289408 | 64688 | 871913 | 871913 | 283048 |
Largest Losing Trade | -82499 | -23521 | -82499 | -1623399 | -217384 | -1623399 |
Avg Bars in Trades | 54 | 46 | 63 | 54 | 46 | 63 |
Avg Bars in Winners | 103 | 84 | 119 | 103 | 84 | 119 |
Avg Bars in Losers | 23 | 26 | 19 | 23 | 26 | 19 |
Bars Traded | 3509 | 1487 | 2022 | 3509 | 1487 | 2022 |
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 | -135107 | 308805 | -158743 | -385203 | -1865 | -583240 |
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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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