Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746420.3211 | 760601.4912 | -14181.1701 | 177177.4202 | 1070341.316 | -893163.8958 |
Total P&L (%) | 746.4203 | 760.6015 | -14.1812 | 177.1774 | 1070.3413 | -893.1639 |
Avg Daily Profit (%) | 0.4118 | 0.4196 | -0.0078 | 0.0563 | 0.1358 | 0 |
Buy And Hold Return (%) | 172.67 | 172.67 | 172.67 | 172.67 | 172.67 | 172.67 |
Max Trade Drawdown | -135591 | -83460 | -128395 | -1226557 | -654696 | -991346 |
Profit Factor | 2.2604 | 3.6049 | 0.9528 | 1.0587 | 1.8148 | 0.4754 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 34.375 | 42.4242 | 38.4615 | 34.375 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.6167 | 6.8821 | 1.293 | 1.694 | 3.4646 | 0.6451 |
Largest Winning Trade | 402157 | 402157 | 66409 | 628900 | 628900 | 214371 |
Largest Losing Trade | -64525 | -39252 | -64525 | -355192 | -227082 | -355192 |
Avg Bars in Trades | 106 | 107 | 106 | 106 | 107 | 106 |
Avg Bars in Winners | 187 | 202 | 175 | 187 | 202 | 175 |
Avg Bars in Losers | 56 | 57 | 55 | 56 | 57 | 55 |
Bars Traded | 6939 | 3427 | 3512 | 6939 | 3427 | 3512 |
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 | -128549 | 313753 | -582082 | -571017 | -14535 | -583748 |
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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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