Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174486.962 | 1181197.9378 | -6710.9757 | 37734.0946 | 735226.0354 | -697491.9408 |
Total P&L (%) | 1174.487 | 1181.1979 | -6.711 | 37.7341 | 735.226 | -697.4919 |
Avg Daily Profit (%) | 0.633 | 0.6366 | -0.0036 | 0.0173 | 0.1145 | 0 |
Buy And Hold Return (%) | 103.384 | 103.384 | 103.384 | 103.384 | 103.384 | 103.384 |
Max Trade Drawdown | -189330 | -78787 | -188043 | -1682632 | -891866 | -1215320 |
Profit Factor | 3.0346 | 5.9846 | 0.9803 | 1.0098 | 1.5874 | 0.7326 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 55.9322 | 53.3333 | 58.6207 | 55.9322 | 53.3333 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.3909 | 5.2365 | 0.692 | 0.7956 | 1.389 | 0.5171 |
Largest Winning Trade | 1121766 | 1121766 | 73735 | 1121766 | 1121766 | 568521 |
Largest Losing Trade | -69598 | -32790 | -69598 | -1215320 | -459531 | -1215320 |
Avg Bars in Trades | 174 | 163 | 186 | 174 | 163 | 186 |
Avg Bars in Winners | 199 | 160 | 236 | 199 | 160 | 236 |
Avg Bars in Losers | 143 | 167 | 115 | 143 | 167 | 115 |
Bars Traded | 10307 | 4909 | 5398 | 10307 | 4909 | 5398 |
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 | -161195 | 744153 | -579715 | -725747 | -37555 | -579715 |
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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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