Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318375.7357 | 280516.6771 | 37859.0586 | 750122.7688 | 1359246.2654 | -609123.4966 |
Total P&L (%) | 318.3757 | 280.5167 | 37.8591 | 750.1228 | 1359.2463 | -609.1235 |
Avg Daily Profit (%) | 0.3638 | 0.3205 | 0.0433 | 0.2448 | 0.3068 | 0 |
Buy And Hold Return (%) | 261.4392 | 261.4392 | 261.4392 | 261.4392 | 261.4392 | 261.4392 |
Max Trade Drawdown | -64347 | -31807 | -77652 | -1056183 | -515667 | -993968 |
Profit Factor | 2.1989 | 4.193 | 1.2131 | 1.2585 | 2.2744 | 0.668 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 61.194 | 60.6061 | 61.7647 | 61.194 | 60.6061 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.3944 | 2.7254 | 0.7509 | 0.7981 | 1.4784 | 0.4135 |
Largest Winning Trade | 85303 | 85303 | 29705 | 726243 | 726243 | 216895 |
Largest Losing Trade | -34610 | -12955 | -34610 | -589225 | -183515 | -589225 |
Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Winners | 87 | 87 | 86 | 87 | 87 | 86 |
Avg Bars in Losers | 54 | 45 | 64 | 54 | 45 | 64 |
Bars Traded | 5003 | 2351 | 2652 | 5003 | 2351 | 2652 |
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 | -205478 | -125871 | -301511 | -116191 | 443458 | -579270 |
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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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