Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204700.0458 | 1215372.9038 | -10672.858 | 263263.986 | 766503.2004 | -503239.2144 |
Total P&L (%) | 1204.7 | 1215.3729 | -10.6729 | 263.264 | 766.5032 | -503.2392 |
Avg Daily Profit (%) | 0.6647 | 0.6706 | -0.0059 | 0.0712 | 0.1192 | 0 |
Buy And Hold Return (%) | 494.3797 | 494.3797 | 494.3797 | 494.3797 | 494.3797 | 494.3797 |
Max Trade Drawdown | -150586 | -146584 | -62706 | -1415377 | -1076139 | -639118 |
Profit Factor | 3.0127 | 4.0491 | 0.9466 | 1.0646 | 1.2901 | 0.6493 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40.8451 | 34.2857 | 47.2222 | 40.8451 | 34.2857 | 47.2222 |
Ratio Avg Win / Avg Loss | 4.3632 | 7.7607 | 1.058 | 1.5418 | 2.4727 | 0.7257 |
Largest Winning Trade | 758753 | 758753 | 39445 | 1004249 | 1004249 | 210139 |
Largest Losing Trade | -55286 | -55286 | -23556 | -451100 | -451100 | -357034 |
Avg Bars in Trades | 144 | 251 | 40 | 144 | 251 | 40 |
Avg Bars in Winners | 190 | 388 | 51 | 190 | 388 | 51 |
Avg Bars in Losers | 112 | 180 | 30 | 112 | 180 | 30 |
Bars Traded | 10260 | 8804 | 1456 | 10260 | 8804 | 1456 |
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 | -81050 | 331320 | -580193 | -506879 | -48321 | -581860 |
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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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