Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612330.475 | 635914.4436 | -23583.9686 | 83657.101 | 114443.6227 | -30786.5217 |
Total P&L (%) | 612.3305 | 635.9144 | -23.584 | 83.6571 | 114.4436 | -30.7865 |
Avg Daily Profit (%) | 0.3265 | 0.3391 | -0.0126 | 0.0324 | 0.0407 | -0.0196 |
Buy And Hold Return (%) | 327.8507 | 327.8507 | 327.8507 | 327.8507 | 327.8507 | 327.8507 |
Max Trade Drawdown | -122062 | -43225 | -149457 | -85740 | -38448 | -101373 |
Profit Factor | 2.3931 | 5.4601 | 0.9206 | 1.1772 | 1.7338 | 0.9026 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 2.5381 | 6.1426 | 0.9206 | 1.2485 | 1.9506 | 0.9026 |
Largest Winning Trade | 509332 | 509332 | 58854 | 87829 | 87829 | 68520 |
Largest Losing Trade | -70092 | -28702 | -70092 | -69203 | -25282 | -69203 |
Avg Bars in Trades | 104 | 88 | 121 | 104 | 88 | 121 |
Avg Bars in Winners | 139 | 104 | 172 | 139 | 104 | 172 |
Avg Bars in Losers | 72 | 74 | 69 | 72 | 74 | 69 |
Bars Traded | 7137 | 3020 | 4117 | 7137 | 3020 | 4117 |
Profit Streak | 0 | 35.4562 | 0 | 0 | 35.4562 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108442 | 340168 | -580795 | -455339 | -301670 | -580795 |
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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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