Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805049.6999 | 964815.7495 | -159766.0496 | 63888.9568 | 698787.5267 | -634898.5699 |
Total P&L (%) | 805.0497 | 964.8157 | -159.7661 | 63.889 | 698.7875 | -634.8986 |
Avg Daily Profit (%) | 0.4301 | 0.5155 | -0.0854 | 0.0264 | 0.1111 | 0 |
Buy And Hold Return (%) | 515.8882 | 515.8882 | 515.8882 | 515.8882 | 515.8882 | 515.8882 |
Max Trade Drawdown | -329384 | -92423 | -353574 | -860626 | -56423 | -834352 |
Profit Factor | 2.0798 | 4.998 | 0.6832 | 1.0537 | 3.8985 | 0.3315 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 29 | 13 | 16 |
Losing Trades | 27 | 14 | 13 | 29 | 16 | 13 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 50 | 44.8276 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.8114 | 4.6648 | 0.5551 | 1.0537 | 4.7982 | 0.2693 |
Largest Winning Trade | 726639 | 726639 | 58561 | 712879 | 712879 | 81841 |
Largest Losing Trade | -256172 | -35773 | -256172 | -825082 | -37427 | -825082 |
Avg Bars in Trades | 89 | 105 | 74 | 89 | 105 | 74 |
Avg Bars in Winners | 101 | 101 | 101 | 94 | 99 | 89 |
Avg Bars in Losers | 76 | 109 | 40 | 85 | 110 | 54 |
Bars Traded | 5208 | 3058 | 2150 | 5208 | 3058 | 2150 |
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 | -174912 | 393907 | -580162 | -664395 | -94839 | -580162 |
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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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