Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084828.8437 | 1084448.9337 | 379.91 | 969182.2867 | 1121354.3319 | -152172.0453 |
Total P&L (%) | 1084.8288 | 1084.4489 | 0.3799 | 969.1823 | 1121.3543 | -152.172 |
Avg Daily Profit (%) | 0.5956 | 0.5954 | 0.0002 | 0.1302 | 0.1375 | 0 |
Buy And Hold Return (%) | 643.1982 | 643.1982 | 643.1982 | 643.1982 | 643.1982 | 643.1982 |
Max Trade Drawdown | -117342 | -72381 | -117064 | -1251786 | -798089 | -653710 |
Profit Factor | 2.9432 | 5.1845 | 1.0013 | 1.3307 | 1.8014 | 0.9006 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 40.2985 | 45.4545 | 35.2941 | 40.2985 | 45.4545 | 35.2941 |
Ratio Avg Win / Avg Loss | 4.3603 | 6.2214 | 1.8357 | 1.9714 | 2.1616 | 1.6511 |
Largest Winning Trade | 532577 | 532577 | 78224 | 721944 | 721944 | 327802 |
Largest Losing Trade | -50788 | -29761 | -50788 | -321982 | -321982 | -292069 |
Avg Bars in Trades | 53 | 49 | 56 | 53 | 49 | 56 |
Avg Bars in Winners | 89 | 75 | 105 | 89 | 75 | 105 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 3567 | 1641 | 1926 | 3567 | 1641 | 1926 |
Profit Streak | 0 | 165.835 | 0 | 0 | 165.835 | 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 | -116989 | 357354 | -582060 | -152675 | -14698 | -583736 |
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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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