Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553857.9262 | 501179.2611 | 52678.6651 | 236226.0038 | 556450.1241 | -320224.1203 |
Total P&L (%) | 553.8579 | 501.1793 | 52.6787 | 236.226 | 556.4501 | -320.2241 |
Avg Daily Profit (%) | 0.3038 | 0.2749 | 0.0289 | 0.0665 | 0.1033 | 0 |
Buy And Hold Return (%) | 208.4125 | 208.4125 | 208.4125 | 208.4125 | 208.4125 | 208.4125 |
Max Trade Drawdown | -88841 | -75195 | -69804 | -617887 | -313375 | -428379 |
Profit Factor | 2.0348 | 2.8188 | 1.2028 | 1.1119 | 1.5907 | 0.7259 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 49.2958 | 54.2857 | 44.4444 | 49.2958 | 54.2857 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.0929 | 2.3738 | 1.5036 | 1.1437 | 1.3395 | 0.9074 |
Largest Winning Trade | 297488 | 297488 | 65702 | 644099 | 644099 | 132007 |
Largest Losing Trade | -44103 | -40434 | -44103 | -266791 | -116025 | -266791 |
Avg Bars in Trades | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Winners | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Losers | 30 | 35 | 27 | 30 | 35 | 27 |
Bars Traded | 3261 | 1768 | 1493 | 3261 | 1768 | 1493 |
Profit Streak | 0 | 137.8599 | 0 | 0 | 137.8599 | 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 | -82174 | 395419 | -321616 | -417302 | -55122 | -582940 |
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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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