Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671131.2294 | 592005.0976 | 79126.1318 | 977702.5648 | 1210052.9585 | -232350.3937 |
Total P&L (%) | 671.1312 | 592.0051 | 79.1261 | 977.7026 | 1210.053 | -232.3504 |
Avg Daily Profit (%) | 0.3928 | 0.3465 | 0.0463 | 0.1392 | 0.1507 | 0 |
Buy And Hold Return (%) | 160.855 | 160.855 | 160.855 | 160.855 | 160.855 | 160.855 |
Max Trade Drawdown | -105464 | -52958 | -81127 | -3171147 | -961113 | -2380831 |
Profit Factor | 2.5946 | 3.6798 | 1.3957 | 1.1297 | 1.3599 | 0.9443 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 56.5789 | 47.3684 | 65.7895 | 56.5789 | 47.3684 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.9912 | 4.0887 | 0.7258 | 0.867 | 1.511 | 0.4911 |
Largest Winning Trade | 441446 | 441446 | 48422 | 887176 | 692221 | 887176 |
Largest Losing Trade | -57040 | -37966 | -57040 | -1430935 | -609432 | -1430935 |
Avg Bars in Trades | 64 | 70 | 59 | 64 | 70 | 59 |
Avg Bars in Winners | 52 | 64 | 43 | 52 | 64 | 43 |
Avg Bars in Losers | 81 | 76 | 88 | 81 | 76 | 88 |
Bars Traded | 4918 | 2673 | 2245 | 4918 | 2673 | 2245 |
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 | -40082 | 453592 | -295776 | -139491 | 294001 | -578718 |
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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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