Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047667.6071 | 1081108.8549 | -33441.2478 | 309126.5126 | 679253.0418 | -370126.5292 |
Total P&L (%) | 1047.6676 | 1081.1089 | -33.4412 | 309.1265 | 679.253 | -370.1265 |
Avg Daily Profit (%) | 0.5768 | 0.5952 | -0.0184 | 0.0776 | 0.1131 | 0 |
Buy And Hold Return (%) | 623.5221 | 623.5221 | 623.5221 | 623.5221 | 623.5221 | 623.5221 |
Max Trade Drawdown | -193454 | -105455 | -191599 | -645521 | -229549 | -529716 |
Profit Factor | 2.8727 | 4.877 | 0.8808 | 1.2543 | 2.3273 | 0.474 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 44.8276 | 48.2759 | 41.3793 | 44.8276 | 48.2759 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.5356 | 5.2254 | 1.2478 | 1.5438 | 2.4935 | 0.6716 |
Largest Winning Trade | 625449 | 625449 | 70011 | 585210 | 585210 | 103984 |
Largest Losing Trade | -63414 | -57754 | -63414 | -184092 | -161957 | -184092 |
Avg Bars in Trades | 118 | 135 | 101 | 118 | 135 | 101 |
Avg Bars in Winners | 158 | 180 | 131 | 158 | 180 | 131 |
Avg Bars in Losers | 86 | 94 | 80 | 86 | 94 | 80 |
Bars Traded | 6892 | 3943 | 2949 | 6892 | 3943 | 2949 |
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 | -173789 | 350352 | -582518 | -435714 | -175843 | -584185 |
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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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