Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675194.7707 | 684592.2257 | -9397.4551 | 247645.7484 | 469336.4072 | -221690.6588 |
Total P&L (%) | 675.1948 | 684.5922 | -9.3975 | 247.6457 | 469.3364 | -221.6907 |
Avg Daily Profit (%) | 0.2694 | 0.2732 | -0.0038 | 0.0497 | 0.0694 | 0 |
Buy And Hold Return (%) | 336.5045 | 336.5045 | 336.5045 | 336.5045 | 336.5045 | 336.5045 |
Max Trade Drawdown | -145256 | -95637 | -91102 | -648887 | -355087 | -366609 |
Profit Factor | 3.0133 | 4.7563 | 0.9386 | 1.226 | 1.8373 | 0.5859 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 46.875 | 45.1613 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.5328 | 5.3905 | 1.1398 | 1.4373 | 2.0822 | 0.7115 |
Largest Winning Trade | 677424 | 677424 | 33263 | 692958 | 692958 | 100803 |
Largest Losing Trade | -31906 | -29584 | -31906 | -253734 | -132282 | -253734 |
Avg Bars in Trades | 75 | 52 | 98 | 75 | 52 | 98 |
Avg Bars in Winners | 115 | 69 | 164 | 115 | 69 | 164 |
Avg Bars in Losers | 41 | 37 | 44 | 41 | 37 | 44 |
Bars Traded | 4745 | 1678 | 3067 | 4745 | 1678 | 3067 |
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 | -145001 | 301407 | -581033 | -445183 | -140964 | -582699 |
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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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