Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564586.5448 | 530863.6018 | 33722.943 | 295300.3346 | 2416493.1078 | -2121192.7732 |
Total P&L (%) | 564.5865 | 530.8636 | 33.7229 | 295.3003 | 2416.4931 | -2121.1928 |
Avg Daily Profit (%) | 0.3096 | 0.2912 | 0.0185 | 0.0754 | 0.1771 | 0 |
Buy And Hold Return (%) | 184.6445 | 184.6445 | 184.6445 | 184.6445 | 184.6445 | 184.6445 |
Max Trade Drawdown | -186828 | -53063 | -166083 | -5602020 | -1486119 | -4371388 |
Profit Factor | 1.9764 | 2.9635 | 1.1095 | 1.0269 | 1.5119 | 0.6608 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 56 | 55.2632 | 56.7568 | 56 | 55.2632 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.5529 | 2.399 | 0.8454 | 0.8069 | 1.2239 | 0.5035 |
Largest Winning Trade | 323593 | 323593 | 39840 | 1198919 | 1198919 | 602337 |
Largest Losing Trade | -60178 | -47426 | -60178 | -1583623 | -1337446 | -1583623 |
Avg Bars in Trades | 69 | 75 | 62 | 69 | 75 | 62 |
Avg Bars in Winners | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Losers | 62 | 76 | 46 | 62 | 76 | 46 |
Bars Traded | 5175 | 2878 | 2297 | 5175 | 2878 | 2297 |
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 | -50552 | 430180 | -434747 | -354633 | 356968 | -579896 |
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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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