Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032106.8578 | 1054569.6359 | -22462.7781 | 519346.812 | 1091068.2378 | -571721.4258 |
Total P&L (%) | 1032.1069 | 1054.5696 | -22.4628 | 519.3468 | 1091.0682 | -571.7214 |
Avg Daily Profit (%) | 0.5681 | 0.5805 | -0.0124 | 0.1004 | 0.1365 | 0 |
Buy And Hold Return (%) | 586.3641 | 586.3641 | 586.3641 | 586.3641 | 586.3641 | 586.3641 |
Max Trade Drawdown | -144989 | -70590 | -117875 | -867790 | -723758 | -622042 |
Profit Factor | 2.7697 | 4.7556 | 0.9257 | 1.165 | 1.6968 | 0.6386 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 41.6667 | 44.4444 | 38.8889 | 41.6667 | 44.4444 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.8775 | 5.9445 | 1.4547 | 1.631 | 2.121 | 1.0036 |
Largest Winning Trade | 655522 | 655522 | 75260 | 947657 | 947657 | 229323 |
Largest Losing Trade | -40995 | -26005 | -40995 | -316103 | -316103 | -253752 |
Avg Bars in Trades | 97 | 84 | 111 | 97 | 84 | 111 |
Avg Bars in Winners | 149 | 128 | 174 | 149 | 128 | 174 |
Avg Bars in Losers | 60 | 48 | 71 | 60 | 48 | 71 |
Bars Traded | 7054 | 3029 | 4025 | 7054 | 3029 | 4025 |
Profit Streak | 0 | 104.4257 | 0 | 0 | 104.4257 | 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 | -79036 | 326572 | -583434 | -349227 | -16648 | -583434 |
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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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