Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202936.2511 | 1223453.0054 | -20516.7543 | 678822.4419 | 1257369.8827 | -578547.4408 |
Total P&L (%) | 1202.9363 | 1223.453 | -20.5168 | 678.8224 | 1257.3699 | -578.5474 |
Avg Daily Profit (%) | 0.6608 | 0.6721 | -0.0113 | 0.1128 | 0.1434 | 0 |
Buy And Hold Return (%) | 762.1245 | 762.1245 | 762.1245 | 762.1245 | 762.1245 | 762.1245 |
Max Trade Drawdown | -173725 | -105893 | -104671 | -848465 | -607083 | -671540 |
Profit Factor | 3.128 | 5.5686 | 0.931 | 1.2093 | 1.8188 | 0.6612 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 41.9355 | 48.3871 | 35.4839 | 41.9355 | 48.3871 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.331 | 5.9399 | 1.6928 | 1.6744 | 1.94 | 1.2022 |
Largest Winning Trade | 586318 | 586318 | 67196 | 815750 | 815750 | 271478 |
Largest Losing Trade | -51210 | -51210 | -44496 | -345339 | -345339 | -329051 |
Avg Bars in Trades | 84 | 72 | 96 | 84 | 72 | 96 |
Avg Bars in Winners | 132 | 111 | 162 | 132 | 111 | 162 |
Avg Bars in Losers | 50 | 36 | 60 | 50 | 36 | 60 |
Bars Traded | 5249 | 2246 | 3003 | 5249 | 2246 | 3003 |
Profit Streak | 0 | 168.1576 | 0 | 0 | 168.1576 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153659 | 412263 | -583685 | -369008 | -6300 | -584796 |
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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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