Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144320.5082 | 1126611.8175 | 17708.6907 | 569315.1051 | 853344.0363 | -284028.9312 |
Total P&L (%) | 1144.3205 | 1126.6118 | 17.7087 | 569.3151 | 853.344 | -284.0289 |
Avg Daily Profit (%) | 0.6058 | 0.5964 | 0.0094 | 0.1007 | 0.1194 | 0 |
Buy And Hold Return (%) | 260.6448 | 260.6448 | 260.6448 | 260.6448 | 260.6448 | 260.6448 |
Max Trade Drawdown | -76225 | -45055 | -82759 | -1303716 | -625924 | -975431 |
Profit Factor | 3.4137 | 6.9016 | 1.0625 | 1.1124 | 1.405 | 0.904 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50 | 45.1613 | 54.8387 | 50 | 45.1613 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.4137 | 8.3805 | 0.875 | 1.1124 | 1.7061 | 0.7445 |
Largest Winning Trade | 959217 | 959217 | 70495 | 980292 | 980292 | 643997 |
Largest Losing Trade | -46522 | -32815 | -46522 | -718503 | -380792 | -718503 |
Avg Bars in Trades | 85 | 59 | 111 | 85 | 59 | 111 |
Avg Bars in Winners | 111 | 64 | 150 | 111 | 64 | 150 |
Avg Bars in Losers | 59 | 55 | 64 | 59 | 55 | 64 |
Bars Traded | 5306 | 1853 | 3453 | 5306 | 1853 | 3453 |
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 | -142340 | 579485 | -498904 | -319213 | -36094 | -580190 |
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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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