Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818280.3914 | 729644.48 | 88635.9113 | 726099.5319 | 608519.4324 | 117580.0996 |
Total P&L (%) | 818.2804 | 729.6445 | 88.6359 | 726.0995 | 608.5194 | 117.5801 |
Avg Daily Profit (%) | 0.449 | 0.4004 | 0.0486 | 0.1159 | 0.1075 | 0.0427 |
Buy And Hold Return (%) | 179.0953 | 179.0953 | 179.0953 | 179.0953 | 179.0953 | 179.0953 |
Max Trade Drawdown | -81170 | -68390 | -59752 | -1019077 | -773488 | -514420 |
Profit Factor | 2.6808 | 4.069 | 1.3558 | 1.238 | 1.367 | 1.0844 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 36.5079 | 35.4839 | 37.5 | 36.5079 | 35.4839 | 37.5 |
Ratio Avg Win / Avg Loss | 4.6622 | 7.3981 | 2.2597 | 2.153 | 2.4855 | 1.8073 |
Largest Winning Trade | 443551 | 443551 | 70958 | 957860 | 957860 | 541349 |
Largest Losing Trade | -42343 | -34959 | -42343 | -645071 | -645071 | -241313 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Losers | 29 | 34 | 25 | 29 | 34 | 25 |
Bars Traded | 3318 | 1726 | 1592 | 3318 | 1726 | 1592 |
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 | -142961 | 324751 | -297096 | -195702 | -55903 | -433175 |
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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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