Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612551.2253 | 645834.3379 | -33283.1127 | 194440.1619 | 2320273.802 | -2125833.6401 |
Total P&L (%) | 612.5512 | 645.8343 | -33.2831 | 194.4402 | 2320.2738 | -2125.8336 |
Avg Daily Profit (%) | 0.2833 | 0.2987 | -0.0154 | 0.05 | 0.1475 | 0 |
Buy And Hold Return (%) | 395.0658 | 395.0658 | 395.0658 | 395.0658 | 395.0658 | 395.0658 |
Max Trade Drawdown | -204763 | -104338 | -142019 | -2997620 | -827751 | -2348152 |
Profit Factor | 2.0872 | 4.5535 | 0.9128 | 1.0418 | 2.8067 | 0.3683 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 54.0984 | 61.2903 | 46.6667 | 54.0984 | 61.2903 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.7709 | 2.8759 | 1.0432 | 0.884 | 1.7727 | 0.421 |
Largest Winning Trade | 245500 | 245500 | 68872 | 1813814 | 1813814 | 221123 |
Largest Losing Trade | -75254 | -30573 | -75254 | -1914568 | -432460 | -1914568 |
Avg Bars in Trades | 67 | 67 | 66 | 67 | 67 | 66 |
Avg Bars in Winners | 92 | 82 | 105 | 92 | 82 | 105 |
Avg Bars in Losers | 37 | 44 | 32 | 37 | 44 | 32 |
Bars Traded | 4096 | 2098 | 1997 | 4096 | 2098 | 1997 |
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 | -162635 | 304153 | -580455 | -633631 | 370743 | -582121 |
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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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