Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677193.5779 | 629150.4023 | 48043.1756 | 257318.0994 | 581368.4352 | -324050.3359 |
Total P&L (%) | 677.1936 | 629.1504 | 48.0432 | 257.3181 | 581.3684 | -324.0503 |
Avg Daily Profit (%) | 0.3707 | 0.3444 | 0.0263 | 0.0697 | 0.1051 | 0 |
Buy And Hold Return (%) | 180.945 | 180.945 | 180.945 | 180.945 | 180.945 | 180.945 |
Max Trade Drawdown | -109891 | -95826 | -74919 | -354979 | -148518 | -424125 |
Profit Factor | 2.4624 | 4.0667 | 1.1863 | 1.2358 | 2.6563 | 0.5622 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 37.5 | 48.4848 | 43.0769 | 37.5 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.2539 | 6.7778 | 1.2604 | 1.633 | 4.4272 | 0.5974 |
Largest Winning Trade | 400676 | 400676 | 67771 | 336125 | 336125 | 106512 |
Largest Losing Trade | -59509 | -46678 | -59509 | -249950 | -86163 | -249950 |
Avg Bars in Trades | 50 | 50 | 51 | 50 | 50 | 51 |
Avg Bars in Winners | 65 | 69 | 63 | 65 | 69 | 63 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 3313 | 1613 | 1700 | 3313 | 1613 | 1700 |
Profit Streak | 0 | 93.3751 | 0 | 0 | 93.3751 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127231 | 351388 | -339748 | -272469 | -54062 | -581392 |
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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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