Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684191.6718 | 654209.914 | 29981.7578 | 164016.0056 | 493390.5039 | -329374.4983 |
Total P&L (%) | 684.1917 | 654.2099 | 29.9818 | 164.016 | 493.3905 | -329.3745 |
Avg Daily Profit (%) | 0.3745 | 0.3581 | 0.0164 | 0.0532 | 0.0975 | 0 |
Buy And Hold Return (%) | 136.5023 | 136.5023 | 136.5023 | 136.5023 | 136.5023 | 136.5023 |
Max Trade Drawdown | -134429 | -88840 | -88608 | -373445 | -118390 | -377679 |
Profit Factor | 2.3235 | 4.0809 | 1.0984 | 1.1677 | 2.6978 | 0.5207 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 51.5152 | 52.9412 | 52.2388 | 51.5152 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.1244 | 3.8408 | 0.9764 | 1.0676 | 2.5391 | 0.4629 |
Largest Winning Trade | 407795 | 407795 | 68447 | 337881 | 337881 | 65083 |
Largest Losing Trade | -57605 | -46846 | -57605 | -242366 | -63551 | -242366 |
Avg Bars in Trades | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Winners | 55 | 49 | 60 | 55 | 49 | 60 |
Avg Bars in Losers | 43 | 47 | 38 | 43 | 47 | 38 |
Bars Traded | 3315 | 1606 | 1709 | 3315 | 1606 | 1709 |
Profit Streak | 0 | 94.603 | 0 | 0 | 94.603 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108081 | 596294 | -450259 | -381740 | -58636 | -580413 |
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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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