Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993442.3918 | 1034243.4543 | -40801.0625 | 233364.7598 | 640986.8687 | -407622.1089 |
Total P&L (%) | 993.4424 | 1034.2435 | -40.8011 | 233.3648 | 640.9869 | -407.6221 |
Avg Daily Profit (%) | 0.5476 | 0.57 | -0.0225 | 0.0664 | 0.1105 | 0 |
Buy And Hold Return (%) | 582.4538 | 582.4538 | 582.4538 | 582.4538 | 582.4538 | 582.4538 |
Max Trade Drawdown | -118001 | -83128 | -101463 | -565822 | -413334 | -538574 |
Profit Factor | 2.7019 | 5.1182 | 0.8773 | 1.1189 | 1.731 | 0.6249 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 43.75 | 46.875 | 40.625 | 43.75 | 46.875 | 40.625 |
Ratio Avg Win / Avg Loss | 3.4738 | 5.8006 | 1.2822 | 1.4385 | 1.9618 | 0.9133 |
Largest Winning Trade | 486098 | 486098 | 76789 | 511428 | 511428 | 139643 |
Largest Losing Trade | -63190 | -52216 | -63190 | -281017 | -236870 | -281017 |
Avg Bars in Trades | 81 | 77 | 85 | 81 | 77 | 85 |
Avg Bars in Winners | 119 | 111 | 128 | 119 | 111 | 128 |
Avg Bars in Losers | 51 | 47 | 55 | 51 | 47 | 55 |
Bars Traded | 5203 | 2483 | 2720 | 5203 | 2483 | 2720 |
Profit Streak | 0 | 95.135 | 0 | 0 | 95.135 | 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 | -138896 | 360338 | -582789 | -506063 | -177043 | -584456 |
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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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