Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1326413.3891 | 1312056.5672 | 14356.8219 | 917191.1801 | 1257914.3409 | -340723.1608 |
Total P&L (%) | 1326.4134 | 1312.0566 | 14.3568 | 917.1912 | 1257.9143 | -340.7232 |
Avg Daily Profit (%) | 0.7218 | 0.714 | 0.0078 | 0.1263 | 0.142 | 0 |
Buy And Hold Return (%) | 608.3109 | 608.3109 | 608.3109 | 608.3109 | 608.3109 | 608.3109 |
Max Trade Drawdown | -158162 | -112355 | -111640 | -742430 | -533764 | -647336 |
Profit Factor | 3.5304 | 5.8801 | 1.0562 | 1.3074 | 1.9314 | 0.7914 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 44.2623 | 46.6667 | 41.9355 | 44.2623 | 46.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.4457 | 6.7202 | 1.4625 | 1.6464 | 2.2074 | 1.0958 |
Largest Winning Trade | 707680 | 707680 | 67628 | 661287 | 661287 | 427521 |
Largest Losing Trade | -76998 | -54934 | -76998 | -434134 | -311108 | -434134 |
Avg Bars in Trades | 85 | 97 | 72 | 85 | 97 | 72 |
Avg Bars in Winners | 106 | 123 | 88 | 106 | 123 | 88 |
Avg Bars in Losers | 68 | 75 | 61 | 68 | 75 | 61 |
Bars Traded | 5195 | 2939 | 2256 | 5195 | 2939 | 2256 |
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 | -154702 | 492635 | -510018 | -201143 | -7103 | -582287 |
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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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