Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725987.4624 | 704015.8211 | 21971.6412 | 242420.231 | 990019.6369 | -747599.4059 |
Total P&L (%) | 725.9875 | 704.0158 | 21.9716 | 242.4202 | 990.0196 | -747.5994 |
Avg Daily Profit (%) | 0.3486 | 0.3381 | 0.0106 | 0.0591 | 0.1148 | 0 |
Buy And Hold Return (%) | 97.4955 | 97.4955 | 97.4955 | 97.4955 | 97.4955 | 97.4955 |
Max Trade Drawdown | -159460 | -118910 | -87386 | -2118258 | -1581484 | -1367918 |
Profit Factor | 2.2587 | 2.699 | 1.1353 | 1.0496 | 1.3136 | 0.5669 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 40.5797 | 44.1176 | 37.1429 | 40.5797 | 44.1176 | 37.1429 |
Ratio Avg Win / Avg Loss | 3.3074 | 3.4187 | 1.9213 | 1.537 | 1.6639 | 0.9594 |
Largest Winning Trade | 391503 | 391503 | 43434 | 1188259 | 1188259 | 341266 |
Largest Losing Trade | -41831 | -40515 | -41831 | -1015742 | -487696 | -1015742 |
Avg Bars in Trades | 346 | 555 | 143 | 346 | 555 | 143 |
Avg Bars in Winners | 407 | 572 | 217 | 407 | 572 | 217 |
Avg Bars in Losers | 304 | 541 | 99 | 304 | 541 | 99 |
Bars Traded | 23894 | 18886 | 5008 | 23894 | 18886 | 5008 |
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 | -96333 | 434235 | -420108 | -392371 | -40385 | -585787 |
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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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