Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042213.2828 | 1058000.4464 | -15787.1635 | 707041.366 | 1283762.7859 | -576721.4199 |
Total P&L (%) | 1042.2133 | 1058.0004 | -15.7872 | 707.0414 | 1283.7628 | -576.7214 |
Avg Daily Profit (%) | 0.5736 | 0.5823 | -0.0087 | 0.115 | 0.1447 | 0 |
Buy And Hold Return (%) | 547.0116 | 547.0116 | 547.0116 | 547.0116 | 547.0116 | 547.0116 |
Max Trade Drawdown | -126904 | -70258 | -132586 | -1921098 | -1425387 | -787236 |
Profit Factor | 2.7791 | 5.0744 | 0.9516 | 1.1533 | 1.5459 | 0.7449 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 43.5897 | 43.5897 | 43.5897 | 43.5897 | 43.5897 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.5965 | 6.5669 | 1.2315 | 1.4925 | 2.0006 | 0.964 |
Largest Winning Trade | 651722 | 651722 | 80486 | 1371429 | 1371429 | 425920 |
Largest Losing Trade | -41874 | -25164 | -41874 | -511335 | -511335 | -297871 |
Avg Bars in Trades | 135 | 119 | 151 | 135 | 119 | 151 |
Avg Bars in Winners | 211 | 182 | 240 | 211 | 182 | 240 |
Avg Bars in Losers | 77 | 71 | 82 | 77 | 71 | 82 |
Bars Traded | 10576 | 4669 | 5907 | 10576 | 4669 | 5907 |
Profit Streak | 0 | 104.7737 | 0 | 0 | 104.7737 | 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 | -32256 | 356958 | -581583 | -207009 | -3239 | -583250 |
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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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