Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874092.3602 | 853728.8507 | 20363.5094 | 865162.6908 | 1004276.0612 | -139113.3704 |
Total P&L (%) | 874.0924 | 853.7289 | 20.3635 | 865.1627 | 1004.2761 | -139.1134 |
Avg Daily Profit (%) | 0.3875 | 0.3785 | 0.009 | 0.1006 | 0.1065 | 0 |
Buy And Hold Return (%) | 517.7249 | 517.7249 | 517.7249 | 517.7249 | 517.7249 | 517.7249 |
Max Trade Drawdown | -116498 | -117279 | -226328 | -592991 | -428512 | -888976 |
Profit Factor | 2.2236 | 3.2743 | 1.0601 | 1.3186 | 1.6254 | 0.8747 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 63.2353 | 64.7059 | 61.7647 | 63.2353 | 64.7059 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.2928 | 1.786 | 0.6562 | 0.7666 | 0.8866 | 0.5415 |
Largest Winning Trade | 217769 | 217769 | 61394 | 545230 | 545230 | 281860 |
Largest Losing Trade | -60094 | -60036 | -60094 | -428512 | -428512 | -338870 |
Avg Bars in Trades | 58 | 81 | 35 | 58 | 81 | 35 |
Avg Bars in Winners | 52 | 73 | 30 | 52 | 73 | 30 |
Avg Bars in Losers | 68 | 95 | 43 | 68 | 95 | 43 |
Bars Traded | 3980 | 2776 | 1204 | 3980 | 2776 | 1204 |
Profit Streak | 0 | 245.3895 | 0 | 0 | 245.3895 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107989 | 326634 | -501155 | -180636 | -54845 | -579270 |
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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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