Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656521.6646 | 657219.1994 | -697.5349 | 281360.6846 | 926087.2738 | -644726.5892 |
Total P&L (%) | 656.5217 | 657.2192 | -0.6975 | 281.3607 | 926.0873 | -644.7266 |
Avg Daily Profit (%) | 0.3618 | 0.3622 | -0.0004 | 0.0738 | 0.1284 | 0 |
Buy And Hold Return (%) | 182.0613 | 182.0613 | 182.0613 | 182.0613 | 182.0613 | 182.0613 |
Max Trade Drawdown | -128922 | -101551 | -64668 | -960014 | -816596 | -742931 |
Profit Factor | 2.1362 | 3.3692 | 0.9977 | 1.0796 | 1.5564 | 0.6549 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 39.3443 | 40 | 38.7097 | 39.3443 | 40 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.2933 | 5.0539 | 1.5797 | 1.6645 | 2.3346 | 1.0369 |
Largest Winning Trade | 261978 | 261978 | 67337 | 789528 | 789528 | 364976 |
Largest Losing Trade | -58912 | -33822 | -58912 | -652050 | -405017 | -652050 |
Avg Bars in Trades | 85 | 90 | 79 | 85 | 90 | 79 |
Avg Bars in Winners | 139 | 148 | 131 | 139 | 148 | 131 |
Avg Bars in Losers | 49 | 52 | 47 | 49 | 52 | 47 |
Bars Traded | 5198 | 2722 | 2476 | 5198 | 2722 | 2476 |
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 | -159510 | 336997 | -582430 | -406561 | -23654 | -583541 |
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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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