Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604899.7116 | 633860.1868 | -28960.4753 | 117040.263 | 417079.9146 | -300039.6516 |
Total P&L (%) | 604.8997 | 633.8602 | -28.9605 | 117.0403 | 417.0799 | -300.0397 |
Avg Daily Profit (%) | 0.3341 | 0.3501 | -0.016 | 0.0428 | 0.0908 | 0 |
Buy And Hold Return (%) | 214.5049 | 214.5049 | 214.5049 | 214.5049 | 214.5049 | 214.5049 |
Max Trade Drawdown | -97708 | -58459 | -89680 | -335352 | -154388 | -348119 |
Profit Factor | 2.0858 | 3.4971 | 0.9045 | 1.1072 | 1.9493 | 0.5402 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.9798 | 4.9958 | 1.2921 | 1.5817 | 2.7848 | 0.7717 |
Largest Winning Trade | 391631 | 391631 | 66353 | 201074 | 201074 | 101865 |
Largest Losing Trade | -44794 | -39209 | -44794 | -158760 | -89294 | -158760 |
Avg Bars in Trades | 154 | 142 | 167 | 154 | 142 | 167 |
Avg Bars in Winners | 251 | 217 | 284 | 251 | 217 | 284 |
Avg Bars in Losers | 87 | 89 | 85 | 87 | 89 | 85 |
Bars Traded | 10529 | 4835 | 5694 | 10529 | 4835 | 5694 |
Profit Streak | 0 | 40.8814 | 0 | 0 | 40.8814 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107330 | 374306 | -582559 | -520222 | -77780 | -584226 |
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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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