Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961564.5813 | 988679.6112 | -27115.0299 | 429991.7774 | 676641.8681 | -246650.0907 |
Total P&L (%) | 961.5646 | 988.6796 | -27.115 | 429.9918 | 676.6419 | -246.6501 |
Avg Daily Profit (%) | 0.5308 | 0.5458 | -0.015 | 0.0921 | 0.1132 | 0 |
Buy And Hold Return (%) | 575.6497 | 575.6497 | 575.6497 | 575.6497 | 575.6497 | 575.6497 |
Max Trade Drawdown | -123093 | -79684 | -69999 | -1262841 | -669535 | -744828 |
Profit Factor | 2.8797 | 5.1982 | 0.9018 | 1.1265 | 1.4069 | 0.858 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.0597 | 6.2379 | 0.8487 | 1.1969 | 1.6883 | 0.8075 |
Largest Winning Trade | 491775 | 491775 | 67336 | 1170073 | 1170073 | 542340 |
Largest Losing Trade | -47788 | -40943 | -47788 | -353886 | -189414 | -353886 |
Avg Bars in Trades | 102 | 89 | 115 | 102 | 89 | 115 |
Avg Bars in Winners | 138 | 140 | 136 | 138 | 140 | 136 |
Avg Bars in Losers | 69 | 48 | 93 | 69 | 48 | 93 |
Bars Traded | 6793 | 2969 | 3824 | 6793 | 2969 | 3824 |
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 | -121812 | 301275 | -580606 | -446259 | -152571 | -580606 |
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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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