Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737164.7743 | 657920.8707 | 79243.9036 | 1337139.3847 | 1284149.4181 | 52989.9667 |
Total P&L (%) | 737.1648 | 657.9209 | 79.2439 | 1337.1394 | 1284.1494 | 52.99 |
Avg Daily Profit (%) | 0.4009 | 0.3578 | 0.0431 | 0.1451 | 0.143 | 0.0231 |
Buy And Hold Return (%) | 133.1056 | 133.1056 | 133.1056 | 133.1056 | 133.1056 | 133.1056 |
Max Trade Drawdown | -90003 | -86039 | -59286 | -589645 | -394030 | -584499 |
Profit Factor | 2.9856 | 4.9027 | 1.391 | 1.556 | 2.4319 | 1.0351 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 51.5625 | 53.125 | 50 | 51.5625 | 53.125 | 50 |
Ratio Avg Win / Avg Loss | 2.8046 | 4.3259 | 1.391 | 1.4617 | 2.1458 | 1.0351 |
Largest Winning Trade | 538162 | 538162 | 41285 | 538964 | 538964 | 480515 |
Largest Losing Trade | -31627 | -31627 | -27796 | -412124 | -161718 | -412124 |
Avg Bars in Trades | 110 | 159 | 60 | 110 | 159 | 60 |
Avg Bars in Winners | 162 | 241 | 79 | 162 | 241 | 79 |
Avg Bars in Losers | 53 | 66 | 42 | 53 | 66 | 42 |
Bars Traded | 7049 | 5098 | 1951 | 7049 | 5098 | 1951 |
Profit Streak | 0 | 146.0743 | 0 | 0 | 146.0743 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128814 | 600172 | -300513 | -140633 | 139163 | -509661 |
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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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