Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086613.1566 | 1079010.1387 | 7603.0179 | 752163.2995 | 961113.9337 | -208950.6342 |
Total P&L (%) | 1086.6132 | 1079.0101 | 7.603 | 752.1633 | 961.1139 | -208.9506 |
Avg Daily Profit (%) | 0.598 | 0.5938 | 0.0042 | 0.118 | 0.1301 | 0 |
Buy And Hold Return (%) | 707.6869 | 707.6869 | 707.6869 | 707.6869 | 707.6869 | 707.6869 |
Max Trade Drawdown | -126774 | -92922 | -80924 | -557639 | -329929 | -464702 |
Profit Factor | 2.8975 | 5.296 | 1.0236 | 1.2538 | 1.7775 | 0.879 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 50 | 51.5152 | 48.4848 | 50 | 51.5152 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.8975 | 4.9845 | 1.0876 | 1.2538 | 1.6729 | 0.9339 |
Largest Winning Trade | 762803 | 762803 | 69015 | 489749 | 489749 | 313344 |
Largest Losing Trade | -56426 | -34258 | -56426 | -386619 | -196003 | -386619 |
Avg Bars in Trades | 78 | 73 | 84 | 78 | 73 | 84 |
Avg Bars in Winners | 108 | 93 | 124 | 108 | 93 | 124 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 5206 | 2410 | 2796 | 5206 | 2410 | 2796 |
Profit Streak | 0 | 155.23 | 0 | 0 | 155.23 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121513 | 377789 | -548132 | -309992 | -68818 | -581392 |
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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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