Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701567.4623 | 711068.3605 | -9500.8982 | 238915.3452 | 650339.6552 | -411424.3101 |
Total P&L (%) | 701.5675 | 711.0684 | -9.5009 | 238.9153 | 650.3397 | -411.4243 |
Avg Daily Profit (%) | 0.379 | 0.3842 | -0.0051 | 0.066 | 0.1089 | 0 |
Buy And Hold Return (%) | 122.6964 | 122.6964 | 122.6964 | 122.6964 | 122.6964 | 122.6964 |
Max Trade Drawdown | -131540 | -48679 | -139044 | -1161526 | -469216 | -798417 |
Profit Factor | 2.1308 | 4.5065 | 0.9772 | 1.0668 | 1.5556 | 0.8289 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.9412 | 50 | 55.8824 | 52.9412 | 50 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.8941 | 4.5065 | 0.7715 | 0.9483 | 1.5556 | 0.6544 |
Largest Winning Trade | 386276 | 386276 | 79042 | 513349 | 357245 | 513349 |
Largest Losing Trade | -63113 | -35016 | -63113 | -474785 | -241757 | -474785 |
Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
Avg Bars in Winners | 110 | 105 | 115 | 110 | 105 | 115 |
Avg Bars in Losers | 44 | 44 | 43 | 44 | 44 | 43 |
Bars Traded | 5387 | 2555 | 2832 | 5387 | 2555 | 2832 |
Profit Streak | 0 | 0 | 10.9558 | 0 | 0 | 10.9558 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100352 | 584079 | -579390 | -373891 | -45530 | -579390 |
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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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