Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691380.5438 | 647656.9149 | 43723.6288 | 1031271.4259 | 1135629.5985 | -104358.1726 |
Total P&L (%) | 691.3805 | 647.6569 | 43.7236 | 1031.2714 | 1135.6296 | -104.3582 |
Avg Daily Profit (%) | 0.3813 | 0.3572 | 0.0241 | 0.1339 | 0.1387 | 0 |
Buy And Hold Return (%) | 215.3855 | 215.3855 | 215.3855 | 215.3855 | 215.3855 | 215.3855 |
Max Trade Drawdown | -88709 | -67368 | -54996 | -2005344 | -1699166 | -725226 |
Profit Factor | 2.3873 | 3.8502 | 1.1613 | 1.2026 | 1.4232 | 0.9567 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 41.2698 | 38.7097 | 43.75 | 41.2698 | 38.7097 | 43.75 |
Ratio Avg Win / Avg Loss | 3.3973 | 6.0962 | 1.4931 | 1.7113 | 2.2534 | 1.23 |
Largest Winning Trade | 258385 | 258385 | 75125 | 1598722 | 1598722 | 572378 |
Largest Losing Trade | -46413 | -31685 | -46413 | -546471 | -546471 | -436267 |
Avg Bars in Trades | 165 | 152 | 177 | 165 | 152 | 177 |
Avg Bars in Winners | 297 | 299 | 296 | 297 | 299 | 296 |
Avg Bars in Losers | 71 | 60 | 84 | 71 | 60 | 84 |
Bars Traded | 10404 | 4738 | 5666 | 10404 | 4738 | 5666 |
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 | -143462 | 316701 | -372036 | -169487 | -11030 | -581574 |
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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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