Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617977.4357 | 630010.9118 | -12033.4761 | 57681.7102 | 228684.1958 | -171002.4856 |
Total P&L (%) | 617.9774 | 630.0109 | -12.0335 | 57.6817 | 228.6842 | -171.0025 |
Avg Daily Profit (%) | 0.3356 | 0.3421 | -0.0065 | 0.0247 | 0.0646 | 0 |
Buy And Hold Return (%) | 115.5318 | 115.5318 | 115.5318 | 115.5318 | 115.5318 | 115.5318 |
Max Trade Drawdown | -197156 | -120346 | -130347 | -676253 | -505269 | -155118 |
Profit Factor | 2.1869 | 3.2213 | 0.9492 | 1.0426 | 1.2766 | 0.6752 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 49.2063 | 53.125 | 45.1613 | 49.2063 | 53.125 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.2574 | 2.8423 | 1.1526 | 1.0763 | 1.1264 | 0.8198 |
Largest Winning Trade | 607560 | 607560 | 64268 | 607560 | 607560 | 66412 |
Largest Losing Trade | -47348 | -46632 | -47348 | -290492 | -290492 | -104117 |
Avg Bars in Trades | 54 | 62 | 47 | 54 | 62 | 47 |
Avg Bars in Winners | 64 | 69 | 57 | 64 | 69 | 57 |
Avg Bars in Losers | 45 | 53 | 38 | 45 | 53 | 38 |
Bars Traded | 3449 | 1989 | 1460 | 3449 | 1989 | 1460 |
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 | -139051 | 531035 | -581033 | -650549 | -113334 | -582699 |
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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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