Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581238.7343 | 552655.4127 | 28583.3216 | -17522.8848 | 444869.8526 | -462392.7374 |
Total P&L (%) | 581.2387 | 552.6554 | 28.5833 | -17.5229 | 444.8699 | -462.3927 |
Avg Daily Profit (%) | 0.3161 | 0.3006 | 0.0155 | -0.0105 | 0.0922 | 0 |
Buy And Hold Return (%) | 266.127 | 266.127 | 266.127 | 266.127 | 266.127 | 266.127 |
Max Trade Drawdown | -107666 | -36555 | -99928 | -513010 | -61457 | -591948 |
Profit Factor | 2.3802 | 6.8928 | 1.0873 | 0.9835 | 3.5209 | 0.4797 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 55.5556 | 56.25 | 54.8387 | 55.5556 | 56.25 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.9041 | 5.361 | 0.8954 | 0.7868 | 2.7385 | 0.3951 |
Largest Winning Trade | 376456 | 376456 | 58625 | 182694 | 182694 | 90725 |
Largest Losing Trade | -95535 | -36555 | -95535 | -501590 | -55827 | -501590 |
Avg Bars in Trades | 110 | 81 | 140 | 110 | 81 | 140 |
Avg Bars in Winners | 128 | 93 | 164 | 128 | 93 | 164 |
Avg Bars in Losers | 88 | 66 | 110 | 88 | 66 | 110 |
Bars Traded | 6954 | 2611 | 4343 | 6954 | 2611 | 4343 |
Profit Streak | 0 | 0 | 83.8262 | 0 | 0 | 83.8262 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142377 | 425718 | -462857 | -731057 | -71402 | -579632 |
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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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