Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525938.7267 | 509614.6694 | 16324.0572 | 242365.1396 | 737171.857 | -494806.7175 |
Total P&L (%) | 525.9387 | 509.6147 | 16.3241 | 242.3651 | 737.1719 | -494.8067 |
Avg Daily Profit (%) | 0.2798 | 0.2711 | 0.0087 | 0.0655 | 0.1131 | 0 |
Buy And Hold Return (%) | 228.7833 | 228.7833 | 228.7833 | 228.7833 | 228.7833 | 228.7833 |
Max Trade Drawdown | -187752 | -86830 | -114872 | -2840183 | -1616640 | -1340019 |
Profit Factor | 2.0672 | 3.3141 | 1.0599 | 1.0442 | 1.2681 | 0.819 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 52.7027 | 48.6486 | 56.7568 | 52.7027 | 48.6486 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.8552 | 3.4982 | 0.8075 | 0.9371 | 1.3386 | 0.624 |
Largest Winning Trade | 392845 | 392845 | 37232 | 1171850 | 1171850 | 573639 |
Largest Losing Trade | -57275 | -25267 | -57275 | -792672 | -792672 | -638617 |
Avg Bars in Trades | 47 | 64 | 30 | 47 | 64 | 30 |
Avg Bars in Winners | 53 | 79 | 31 | 53 | 79 | 31 |
Avg Bars in Losers | 39 | 49 | 28 | 39 | 49 | 28 |
Bars Traded | 3496 | 2374 | 1122 | 3496 | 2374 | 1122 |
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 | -60674 | 327210 | -502446 | -494802 | -45150 | -579896 |
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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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