Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703940.3254 | 651908.551 | 52031.7743 | 1005784.813 | 1355778.7643 | -349993.9512 |
Total P&L (%) | 703.9403 | 651.9086 | 52.0318 | 1005.7848 | 1355.7788 | -349.994 |
Avg Daily Profit (%) | 0.3811 | 0.353 | 0.0282 | 0.1302 | 0.1451 | 0 |
Buy And Hold Return (%) | 36.4982 | 36.4982 | 36.4982 | 36.4982 | 36.4982 | 36.4982 |
Max Trade Drawdown | -92382 | -68342 | -70130 | -1668356 | -1344585 | -993042 |
Profit Factor | 2.3198 | 3.7567 | 1.1753 | 1.1611 | 1.445 | 0.8905 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 31.7073 | 31.7073 | 31.7073 | 31.7073 | 31.7073 | 31.7073 |
Ratio Avg Win / Avg Loss | 4.9965 | 8.0914 | 2.5313 | 2.5008 | 3.1123 | 1.9181 |
Largest Winning Trade | 348240 | 348240 | 74879 | 1584692 | 1584692 | 730230 |
Largest Losing Trade | -30410 | -18034 | -30410 | -553154 | -443807 | -553154 |
Avg Bars in Trades | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Winners | 103 | 93 | 112 | 103 | 93 | 112 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 3456 | 1622 | 1834 | 3456 | 1622 | 1834 |
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 | -1888 | 329406 | -222325 | -76919 | -3914 | -585078 |
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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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