Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536751.483 | 529520.8935 | 7230.5895 | 578490.4633 | 1935260.8138 | -1356770.3505 |
Total P&L (%) | 536.7515 | 529.5209 | 7.2306 | 578.4905 | 1935.2608 | -1356.7704 |
Avg Daily Profit (%) | 0.2975 | 0.2935 | 0.004 | 0.1062 | 0.1671 | 0 |
Buy And Hold Return (%) | 535.1294 | 535.1294 | 535.1294 | 535.1294 | 535.1294 | 535.1294 |
Max Trade Drawdown | -131494 | -81895 | -97571 | -1459140 | -886733 | -1492402 |
Profit Factor | 1.9439 | 3.3238 | 1.0212 | 1.1181 | 2.1332 | 0.5745 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 59.2105 | 63.1579 | 55.2632 | 59.2105 | 63.1579 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.3391 | 1.9389 | 0.8267 | 0.7703 | 1.2444 | 0.4651 |
Largest Winning Trade | 218285 | 218285 | 71673 | 924020 | 924020 | 414182 |
Largest Losing Trade | -40557 | -37445 | -40557 | -622896 | -622896 | -527922 |
Avg Bars in Trades | 90 | 75 | 105 | 90 | 75 | 105 |
Avg Bars in Winners | 95 | 77 | 115 | 95 | 77 | 115 |
Avg Bars in Losers | 83 | 72 | 92 | 83 | 72 | 92 |
Bars Traded | 6878 | 2887 | 3991 | 6878 | 2887 | 3991 |
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 | -205688 | -148867 | -551400 | -335927 | 354913 | -580082 |
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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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