Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761922.6055 | 737803.3433 | 24119.2622 | 1684718.7379 | 3178832.205 | -1494113.4671 |
Total P&L (%) | 761.9226 | 737.8033 | 24.1193 | 1684.7187 | 3178.8322 | -1494.1135 |
Avg Daily Profit (%) | 0.3518 | 0.3406 | 0.0111 | 0.1331 | 0.1613 | 0 |
Buy And Hold Return (%) | 418.1488 | 418.1488 | 418.1488 | 418.1488 | 418.1488 | 418.1488 |
Max Trade Drawdown | -116080 | -105781 | -89891 | -3068918 | -2150994 | -2462405 |
Profit Factor | 2.3574 | 3.8306 | 1.0802 | 1.1693 | 1.6408 | 0.7005 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 44.2857 | 48.5714 | 40 | 44.2857 | 48.5714 | 40 |
Ratio Avg Win / Avg Loss | 2.9657 | 4.056 | 1.6203 | 1.4711 | 1.7373 | 1.0507 |
Largest Winning Trade | 229193 | 229193 | 64137 | 1928810 | 1928810 | 674664 |
Largest Losing Trade | -40027 | -26568 | -40027 | -1003747 | -1003747 | -811471 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 102 | 94 | 112 | 102 | 94 | 112 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 4110 | 2055 | 2055 | 4110 | 2055 | 2055 |
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 | -95249 | 257496 | -478814 | -152320 | 368944 | -583009 |
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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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