Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522049.4384 | 480262.2372 | 41787.2012 | 886280.9899 | 1004790.2073 | -118509.2174 |
Total P&L (%) | 522.0494 | 480.2622 | 41.7872 | 886.281 | 1004.7902 | -118.5092 |
Avg Daily Profit (%) | 0.3698 | 0.3402 | 0.0296 | 0.1622 | 0.1703 | 0 |
Buy And Hold Return (%) | 95.8107 | 95.8107 | 95.8107 | 95.8107 | 95.8107 | 95.8107 |
Max Trade Drawdown | -130509 | -98208 | -108271 | -1679273 | -1307914 | -1117064 |
Profit Factor | 2.212 | 2.9523 | 1.2262 | 1.1633 | 1.2942 | 0.941 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 53.9683 | 50 | 58.0645 | 53.9683 | 50 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.8867 | 2.9523 | 0.8856 | 0.9923 | 1.2942 | 0.6796 |
Largest Winning Trade | 196615 | 196615 | 52414 | 1278182 | 1278182 | 441780 |
Largest Losing Trade | -44019 | -44019 | -32567 | -826394 | -826394 | -605392 |
Avg Bars in Trades | 127 | 108 | 146 | 127 | 108 | 146 |
Avg Bars in Winners | 151 | 138 | 163 | 151 | 138 | 163 |
Avg Bars in Losers | 98 | 78 | 123 | 98 | 78 | 123 |
Bars Traded | 8012 | 3475 | 4537 | 8012 | 3475 | 4537 |
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 | -137821 | 471590 | -320148 | -185290 | 280788 | -579772 |
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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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