Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079078.8562 | 1079809.9157 | -731.0595 | 665020.1558 | 971922.2842 | -306902.1284 |
Total P&L (%) | 1079.0789 | 1079.8099 | -0.7311 | 665.0202 | 971.9223 | -306.9021 |
Avg Daily Profit (%) | 0.5949 | 0.5953 | -0.0004 | 0.1122 | 0.1309 | 0 |
Buy And Hold Return (%) | 555.9702 | 555.9702 | 555.9702 | 555.9702 | 555.9702 | 555.9702 |
Max Trade Drawdown | -108339 | -73891 | -105434 | -664259 | -517466 | -494432 |
Profit Factor | 3.0575 | 5.2462 | 0.9973 | 1.2645 | 1.8382 | 0.7734 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.9635 | 7.264 | 1.211 | 1.6392 | 2.5452 | 0.9392 |
Largest Winning Trade | 668046 | 668046 | 73670 | 812937 | 812937 | 331579 |
Largest Losing Trade | -36691 | -36691 | -34068 | -286173 | -270738 | -286173 |
Avg Bars in Trades | 332 | 298 | 367 | 332 | 298 | 367 |
Avg Bars in Winners | 515 | 492 | 537 | 515 | 492 | 537 |
Avg Bars in Losers | 191 | 157 | 227 | 191 | 157 | 227 |
Bars Traded | 20621 | 9242 | 11379 | 20621 | 9242 | 11379 |
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 | -151315 | 321903 | -581033 | -307797 | -26164 | -582699 |
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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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