Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524699.88 | 430915.3869 | 93784.4931 | 838596.194 | 1666584.5988 | -827988.4047 |
Total P&L (%) | 524.6999 | 430.9154 | 93.7845 | 838.5962 | 1666.5846 | -827.9884 |
Avg Daily Profit (%) | 0.2198 | 0.1806 | 0.0393 | 0.0939 | 0.1204 | 0 |
Buy And Hold Return (%) | 45.8257 | 45.8257 | 45.8257 | 45.8257 | 45.8257 | 45.8257 |
Max Trade Drawdown | -108706 | -56242 | -84665 | -1540435 | -487161 | -1457411 |
Profit Factor | 1.6656 | 2.3734 | 1.1976 | 1.1268 | 1.6802 | 0.8012 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 51.6949 | 54.2373 | 49.1525 | 51.6949 | 54.2373 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.5564 | 2.0026 | 1.2389 | 1.0529 | 1.4176 | 0.8289 |
Largest Winning Trade | 70523 | 70523 | 59965 | 718033 | 576391 | 718033 |
Largest Losing Trade | -45838 | -35212 | -45838 | -792035 | -353286 | -792035 |
Avg Bars in Trades | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Winners | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Losers | 42 | 46 | 39 | 42 | 46 | 39 |
Bars Traded | 7001 | 3555 | 3446 | 7001 | 3555 | 3446 |
Profit Streak | 0 | 63.7674 | 0 | 0 | 63.7674 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428230 | -163182 | -327119 | -147804 | -204953 | -757787 |
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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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