Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437521.7921 | 447108.8262 | -9587.0341 | 71825.7854 | 116348.6694 | -44522.8841 |
Total P&L (%) | 437.5218 | 447.1088 | -9.587 | 71.8258 | 116.3487 | -44.5229 |
Avg Daily Profit (%) | 0.84 | 0.8585 | -0.0184 | 0.104 | 0.1483 | -0.1131 |
Buy And Hold Return (%) | 96.0611 | 96.0611 | 96.0611 | 96.0611 | 96.0611 | 96.0611 |
Max Trade Drawdown | -102344 | -80405 | -34225 | -251770 | -200754 | -69137 |
Profit Factor | 2.7603 | 3.2717 | 0.8147 | 1.162 | 1.3279 | 0.4975 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 34.2857 | 31.4286 | 37.1429 | 34.2857 | 31.4286 | 37.1429 |
Ratio Avg Win / Avg Loss | 5.2906 | 7.1383 | 1.3787 | 2.2271 | 2.8972 | 0.842 |
Largest Winning Trade | 529910 | 529910 | 8857 | 318075 | 318075 | 8857 |
Largest Losing Trade | -29844 | -29844 | -5836 | -59226 | -59226 | -12849 |
Avg Bars in Trades | 352 | 667 | 37 | 352 | 667 | 37 |
Avg Bars in Winners | 474 | 976 | 48 | 474 | 976 | 48 |
Avg Bars in Losers | 289 | 525 | 31 | 289 | 525 | 31 |
Bars Traded | 24679 | 23350 | 1328 | 24679 | 23350 | 1328 |
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 | -89135 | 346075 | -584689 | -366652 | -101606 | -586356 |
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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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