Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185144.0343 | 1196285.7965 | -11141.7622 | 659602.0382 | 1591042.0379 | -931439.9997 |
Total P&L (%) | 1185.144 | 1196.2858 | -11.1418 | 659.602 | 1591.042 | -931.44 |
Avg Daily Profit (%) | 0.6459 | 0.652 | -0.0061 | 0.1106 | 0.1543 | 0 |
Buy And Hold Return (%) | 695.3349 | 695.3349 | 695.3349 | 695.3349 | 695.3349 | 695.3349 |
Max Trade Drawdown | -140415 | -94613 | -116454 | -1286474 | -567602 | -1207436 |
Profit Factor | 2.9323 | 5.0837 | 0.9652 | 1.1734 | 2.0062 | 0.5808 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 3.11 | 5.7192 | 0.9652 | 1.2445 | 2.2569 | 0.5808 |
Largest Winning Trade | 787253 | 787253 | 64387 | 1111713 | 1111713 | 300192 |
Largest Losing Trade | -45065 | -43507 | -45065 | -394105 | -222402 | -394105 |
Avg Bars in Trades | 102 | 121 | 84 | 102 | 121 | 84 |
Avg Bars in Winners | 125 | 141 | 109 | 125 | 141 | 109 |
Avg Bars in Losers | 82 | 103 | 59 | 82 | 103 | 59 |
Bars Traded | 7003 | 4129 | 2874 | 7003 | 4129 | 2874 |
Profit Streak | 0 | 117.1845 | 0 | 0 | 117.1845 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105760 | 403058 | -580795 | -354852 | 240561 | -580795 |
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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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