Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819246.3113 | 840351.8659 | -21105.5546 | 135051.6918 | -788326.4394 | 923378.1311 |
Total P&L (%) | 819.2463 | 840.3519 | -21.1056 | 135.0517 | -788.3264 | 923.3781 |
Avg Daily Profit (%) | 0.4355 | 0.4468 | -0.0112 | 0.0454 | 0 | 0.1237 |
Buy And Hold Return (%) | 281.0146 | 281.0146 | 281.0146 | 281.0146 | 281.0146 | 281.0146 |
Max Trade Drawdown | -172088 | -115319 | -112818 | -3219967 | -2821507 | -1731298 |
Profit Factor | 2.5779 | 4.6482 | 0.9269 | 1.0236 | 0.7608 | 1.379 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 43.9394 | 36.3636 | 51.5152 | 43.9394 | 36.3636 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.289 | 8.1343 | 0.8724 | 1.3059 | 1.3315 | 1.2979 |
Largest Winning Trade | 579832 | 579832 | 58237 | 1577055 | 1577055 | 1271573 |
Largest Losing Trade | -68764 | -33024 | -68764 | -1554294 | -965991 | -1554294 |
Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Winners | 80 | 77 | 81 | 80 | 77 | 81 |
Avg Bars in Losers | 34 | 32 | 35 | 34 | 32 | 35 |
Bars Traded | 3581 | 1624 | 1957 | 3581 | 1624 | 1957 |
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 | -119354 | 332505 | -580606 | -623738 | -584439 | -29551 |
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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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