Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779381.0731 | 727651.9178 | 51729.1553 | 831478.0059 | 1910818.6465 | -1079340.6406 |
Total P&L (%) | 779.3811 | 727.6519 | 51.7292 | 831.478 | 1910.8186 | -1079.3406 |
Avg Daily Profit (%) | 0.422 | 0.394 | 0.028 | 0.1209 | 0.1626 | 0 |
Buy And Hold Return (%) | 35.8486 | 35.8486 | 35.8486 | 35.8486 | 35.8486 | 35.8486 |
Max Trade Drawdown | -120768 | -78470 | -91601 | -2723717 | -1349923 | -2034199 |
Profit Factor | 2.4385 | 3.7838 | 1.1845 | 1.1062 | 1.5368 | 0.747 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 37.8788 | 36.3636 | 39.3939 | 37.8788 | 36.3636 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.9992 | 6.6216 | 1.8223 | 1.8142 | 2.6894 | 1.1493 |
Largest Winning Trade | 429960 | 429960 | 70912 | 2054928 | 2054928 | 601848 |
Largest Losing Trade | -42385 | -42385 | -36844 | -990041 | -464871 | -990041 |
Avg Bars in Trades | 52 | 62 | 42 | 52 | 62 | 42 |
Avg Bars in Winners | 103 | 120 | 87 | 103 | 120 | 87 |
Avg Bars in Losers | 21 | 29 | 13 | 21 | 29 | 13 |
Bars Traded | 3462 | 2052 | 1410 | 3462 | 2052 | 1410 |
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 | -118909 | 405748 | -204060 | -267235 | 181167 | -583260 |
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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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