Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791697.5031 | 787405.1118 | 4292.3913 | 229296.4399 | 415714.6526 | -186418.2127 |
Total P&L (%) | 791.6975 | 787.4051 | 4.2924 | 229.2964 | 415.7147 | -186.4182 |
Avg Daily Profit (%) | 0.4278 | 0.4255 | 0.0023 | 0.0644 | 0.0887 | 0 |
Buy And Hold Return (%) | 83.7149 | 83.7149 | 83.7149 | 83.7149 | 83.7149 | 83.7149 |
Max Trade Drawdown | -119156 | -107347 | -68135 | -842517 | -546283 | -474266 |
Profit Factor | 2.5735 | 4.292 | 1.0163 | 1.0862 | 1.3388 | 0.8699 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 38.0952 | 40.625 | 35.4839 | 38.0952 | 40.625 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.182 | 6.2729 | 1.8478 | 1.7651 | 1.9567 | 1.5816 |
Largest Winning Trade | 732993 | 732993 | 53374 | 634602 | 634602 | 297554 |
Largest Losing Trade | -51806 | -26256 | -51806 | -326410 | -223605 | -326410 |
Avg Bars in Trades | 111 | 106 | 116 | 111 | 106 | 116 |
Avg Bars in Winners | 206 | 184 | 232 | 206 | 184 | 232 |
Avg Bars in Losers | 52 | 52 | 51 | 52 | 52 | 51 |
Bars Traded | 6993 | 3397 | 3596 | 6993 | 3397 | 3596 |
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 | -141015 | 488239 | -562705 | -390755 | -78185 | -583685 |
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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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