Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500998.8845 | 477726.9122 | 23271.9723 | 304857.6906 | 1116040.4023 | -811182.7117 |
Total P&L (%) | 500.9989 | 477.7269 | 23.272 | 304.8577 | 1116.0404 | -811.1827 |
Avg Daily Profit (%) | 0.2775 | 0.2646 | 0.0129 | 0.0775 | 0.1384 | 0 |
Buy And Hold Return (%) | 104.5236 | 104.5236 | 104.5236 | 104.5236 | 104.5236 | 104.5236 |
Max Trade Drawdown | -163294 | -121119 | -122317 | -1955443 | -1202207 | -1204099 |
Profit Factor | 1.9013 | 2.6324 | 1.0884 | 1.0675 | 1.5245 | 0.6603 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 43.75 | 48.3871 | 46.0317 | 43.75 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.2291 | 3.3845 | 1.161 | 1.2516 | 1.9601 | 0.7043 |
Largest Winning Trade | 190200 | 190200 | 64684 | 881525 | 881525 | 607229 |
Largest Losing Trade | -43564 | -42204 | -43564 | -678759 | -377114 | -678759 |
Avg Bars in Trades | 81 | 89 | 73 | 81 | 89 | 73 |
Avg Bars in Winners | 109 | 126 | 93 | 109 | 126 | 93 |
Avg Bars in Losers | 57 | 61 | 54 | 57 | 61 | 54 |
Bars Traded | 5139 | 2873 | 2266 | 5139 | 2873 | 2266 |
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 | -141750 | 324560 | -465333 | -391500 | -7688 | -581445 |
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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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