Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322492.4069 | 337562.1421 | -15069.7352 | 137329.0235 | 1083955.6508 | -946626.6273 |
Total P&L (%) | 322.4924 | 337.5621 | -15.0697 | 137.329 | 1083.9557 | -946.6266 |
Avg Daily Profit (%) | 0.3614 | 0.3783 | -0.0169 | 0.0969 | 0.2773 | 0 |
Buy And Hold Return (%) | 329.409 | 329.409 | 329.409 | 329.409 | 329.409 | 329.409 |
Max Trade Drawdown | -123287 | -45422 | -101313 | -1889291 | -380398 | -1795112 |
Profit Factor | 1.9888 | 3.9369 | 0.9286 | 1.0516 | 2.8694 | 0.5447 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 57.5758 | 60.6061 | 54.5455 | 57.5758 | 60.6061 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4655 | 2.559 | 0.7739 | 0.7749 | 1.8651 | 0.4539 |
Largest Winning Trade | 124530 | 124530 | 39595 | 590251 | 577882 | 590251 |
Largest Losing Trade | -81524 | -30591 | -81524 | -1733724 | -305884 | -1733724 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 2357 | 1138 | 1219 | 2357 | 1138 | 1219 |
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 | -281627 | -140567 | -580213 | -522277 | 456267 | -580213 |
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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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