Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961133.0614 | 1031141.1566 | -70008.0952 | -14863.3084 | 155069.264 | -169932.5724 |
Total P&L (%) | 961.1331 | 1031.1412 | -70.0081 | -14.8633 | 155.0693 | -169.9326 |
Avg Daily Profit (%) | 0.5168 | 0.5545 | -0.0376 | -0.0087 | 0.0504 | 0 |
Buy And Hold Return (%) | 105.1053 | 105.1053 | 105.1053 | 105.1053 | 105.1053 | 105.1053 |
Max Trade Drawdown | -167260 | -93748 | -200606 | -1248545 | -730537 | -861232 |
Profit Factor | 2.3509 | 4.2471 | 0.8223 | 0.9947 | 1.1256 | 0.8925 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 49.2537 | 50 | 48.4848 | 49.2537 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.4221 | 4.2471 | 0.8737 | 1.0249 | 1.1256 | 0.9483 |
Largest Winning Trade | 878595 | 878595 | 75691 | 520060 | 413206 | 520060 |
Largest Losing Trade | -61002 | -39032 | -61002 | -439152 | -344464 | -439152 |
Avg Bars in Trades | 156 | 145 | 166 | 156 | 145 | 166 |
Avg Bars in Winners | 209 | 174 | 247 | 209 | 174 | 247 |
Avg Bars in Losers | 104 | 117 | 90 | 104 | 117 | 90 |
Bars Traded | 10452 | 4963 | 5489 | 10452 | 4963 | 5489 |
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 | -106066 | 658550 | -581392 | -700401 | -225877 | -581392 |
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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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