Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704808.6055 | 678088.7335 | 26719.872 | 904500.0698 | 463476.4794 | 441023.5904 |
Total P&L (%) | 704.8086 | 678.0887 | 26.7199 | 904.5001 | 463.4765 | 441.0236 |
Avg Daily Profit (%) | 0.38 | 0.3656 | 0.0144 | 0.1245 | 0.0933 | 0.0911 |
Buy And Hold Return (%) | 148.562 | 148.562 | 148.562 | 148.562 | 148.562 | 148.562 |
Max Trade Drawdown | -91797 | -60539 | -74038 | -1282776 | -846070 | -613585 |
Profit Factor | 2.3259 | 4.1693 | 1.0841 | 1.212 | 1.2058 | 1.2189 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.0675 | 3.7061 | 0.9637 | 1.0773 | 1.0719 | 1.0835 |
Largest Winning Trade | 381488 | 381488 | 76242 | 536415 | 483430 | 536415 |
Largest Losing Trade | -47778 | -28264 | -47778 | -545333 | -545333 | -404392 |
Avg Bars in Trades | 79 | 73 | 84 | 79 | 73 | 84 |
Avg Bars in Winners | 115 | 102 | 129 | 115 | 102 | 129 |
Avg Bars in Losers | 37 | 40 | 34 | 37 | 40 | 34 |
Bars Traded | 5376 | 2496 | 2880 | 5376 | 2496 | 2880 |
Profit Streak | 0 | 0 | 162.5017 | 0 | 0 | 162.5017 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100673 | 550169 | -467308 | -140609 | -71585 | -73211 |
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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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