Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915760.769 | 848012.9407 | 67747.8283 | 1140234.6337 | 1703900.4319 | -563665.7982 |
Total P&L (%) | 915.7608 | 848.0129 | 67.7478 | 1140.2346 | 1703.9004 | -563.6658 |
Avg Daily Profit (%) | 0.4945 | 0.4579 | 0.0366 | 0.136 | 0.1563 | 0 |
Buy And Hold Return (%) | 81.2437 | 81.2437 | 81.2437 | 81.2437 | 81.2437 | 81.2437 |
Max Trade Drawdown | -81905 | -84174 | -56323 | -1641843 | -403640 | -1432116 |
Profit Factor | 3.1466 | 4.9382 | 1.3207 | 1.3112 | 2.3692 | 0.767 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 51.5152 | 50 | 50.7692 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 3.0513 | 4.6477 | 1.3207 | 1.2715 | 2.2298 | 0.767 |
Largest Winning Trade | 735326 | 735326 | 62290 | 748140 | 604603 | 748140 |
Largest Losing Trade | -33819 | -33819 | -31959 | -815737 | -343202 | -815737 |
Avg Bars in Trades | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Winners | 76 | 65 | 87 | 76 | 65 | 87 |
Avg Bars in Losers | 30 | 34 | 27 | 30 | 34 | 27 |
Bars Traded | 3503 | 1663 | 1840 | 3503 | 1663 | 1840 |
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 | -119332 | 653872 | -309631 | -146741 | 444546 | -580810 |
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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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