Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692717.4396 | 580061.251 | 112656.1887 | 1136066.0091 | 2792192.4326 | -1656126.4235 |
Total P&L (%) | 692.7174 | 580.0613 | 112.6562 | 1136.066 | 2792.1924 | -1656.1264 |
Avg Daily Profit (%) | 0.3836 | 0.3212 | 0.0624 | 0.1393 | 0.1865 | 0 |
Buy And Hold Return (%) | 430.026 | 430.026 | 430.026 | 430.026 | 430.026 | 430.026 |
Max Trade Drawdown | -103161 | -60833 | -62003 | -3918507 | -1982086 | -2818664 |
Profit Factor | 2.693 | 4.2158 | 1.4924 | 1.1139 | 1.691 | 0.7208 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 56.25 | 53.125 | 59.375 | 56.25 | 53.125 | 59.375 |
Ratio Avg Win / Avg Loss | 2.0945 | 3.7198 | 1.0211 | 0.8664 | 1.4921 | 0.4932 |
Largest Winning Trade | 364400 | 364400 | 67028 | 3743961 | 3743961 | 969381 |
Largest Losing Trade | -41440 | -24187 | -41440 | -1419415 | -926834 | -1419415 |
Avg Bars in Trades | 77 | 78 | 75 | 77 | 78 | 75 |
Avg Bars in Winners | 95 | 94 | 95 | 95 | 94 | 95 |
Avg Bars in Losers | 53 | 59 | 47 | 53 | 59 | 47 |
Bars Traded | 4932 | 2506 | 2426 | 4932 | 2506 | 2426 |
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 | -137428 | -40565 | -272969 | -249612 | 361790 | -579595 |
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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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