Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411303.8371 | 335342.1625 | 75961.6746 | 973406.8704 | 1274736.1524 | -301329.282 |
Total P&L (%) | 411.3038 | 335.3422 | 75.9617 | 973.4069 | 1274.7362 | -301.3293 |
Avg Daily Profit (%) | 0.1927 | 0.1571 | 0.0356 | 0.1112 | 0.1228 | 0 |
Buy And Hold Return (%) | 59.7649 | 59.7649 | 59.7649 | 59.7649 | 59.7649 | 59.7649 |
Max Trade Drawdown | -82791 | -46836 | -96363 | -1408790 | -876021 | -1292901 |
Profit Factor | 2.3412 | 3.3911 | 1.4565 | 1.2463 | 1.6343 | 0.8449 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 47.619 | 51.6129 | 43.75 | 47.619 | 51.6129 | 43.75 |
Ratio Avg Win / Avg Loss | 2.5754 | 3.1792 | 1.8726 | 1.3709 | 1.5321 | 1.0863 |
Largest Winning Trade | 131964 | 131964 | 62806 | 963695 | 963695 | 535953 |
Largest Losing Trade | -27499 | -25413 | -27499 | -481233 | -481233 | -276415 |
Avg Bars in Trades | 127 | 160 | 96 | 127 | 160 | 96 |
Avg Bars in Winners | 171 | 194 | 144 | 171 | 194 | 144 |
Avg Bars in Losers | 87 | 123 | 58 | 87 | 123 | 58 |
Bars Traded | 8043 | 4961 | 3082 | 8043 | 4961 | 3082 |
Profit Streak | 0 | 180.4782 | 0 | 0 | 180.4782 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139987 | 488424 | -227138 | -196237 | -24746 | -581574 |
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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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