Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633259.182 | 606739.3366 | 26519.8454 | 315434.4649 | 396074.9749 | -80640.51 |
Total P&L (%) | 633.2592 | 606.7393 | 26.5198 | 315.4345 | 396.075 | -80.6405 |
Avg Daily Profit (%) | 0.3473 | 0.3328 | 0.0145 | 0.0781 | 0.0879 | -0.09 |
Buy And Hold Return (%) | 65.666 | 65.666 | 65.666 | 65.666 | 65.666 | 65.666 |
Max Trade Drawdown | -122076 | -68002 | -109358 | -361586 | -471269 | -299075 |
Profit Factor | 2.1177 | 3.0828 | 1.0963 | 1.1932 | 1.4204 | 0.8832 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40.9091 | 39.3939 | 42.4242 | 40.9091 | 39.3939 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.0589 | 4.7428 | 1.4879 | 1.7235 | 2.1852 | 1.1986 |
Largest Winning Trade | 263240 | 263240 | 68106 | 374692 | 374692 | 239717 |
Largest Losing Trade | -66581 | -41872 | -66581 | -299373 | -299373 | -151792 |
Avg Bars in Trades | 77 | 80 | 74 | 77 | 80 | 74 |
Avg Bars in Winners | 128 | 141 | 117 | 128 | 141 | 117 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 5134 | 2664 | 2470 | 5134 | 2664 | 2470 |
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 | -118988 | 392866 | -456713 | -229313 | -78502 | -582082 |
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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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