Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146855.6315 | 1170587.8276 | -23732.1961 | 304086.7581 | 586021.4125 | -281934.6545 |
Total P&L (%) | 1146.8556 | 1170.5878 | -23.7322 | 304.0868 | 586.0214 | -281.9347 |
Avg Daily Profit (%) | 0.6321 | 0.6451 | -0.0131 | 0.077 | 0.1062 | 0 |
Buy And Hold Return (%) | 559.4925 | 559.4925 | 559.4925 | 559.4925 | 559.4925 | 559.4925 |
Max Trade Drawdown | -240292 | -116875 | -173061 | -569671 | -315637 | -440468 |
Profit Factor | 2.748 | 4.901 | 0.9333 | 1.174 | 1.7932 | 0.7205 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 46.3768 | 50 | 42.8571 | 46.3768 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1773 | 4.901 | 1.2445 | 1.3574 | 1.7932 | 0.9607 |
Largest Winning Trade | 603346 | 603346 | 76107 | 501128 | 501128 | 181678 |
Largest Losing Trade | -78980 | -51344 | -78980 | -180162 | -180162 | -154639 |
Avg Bars in Trades | 102 | 98 | 106 | 102 | 98 | 106 |
Avg Bars in Winners | 153 | 140 | 168 | 153 | 140 | 168 |
Avg Bars in Losers | 58 | 56 | 60 | 58 | 56 | 60 |
Bars Traded | 7088 | 3354 | 3734 | 7088 | 3354 | 3734 |
Profit Streak | 0 | 156.5166 | 0 | 0 | 156.5166 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97269 | 527602 | -581898 | -392739 | -197066 | -583565 |
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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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