Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700518.2584 | 701911.4294 | -1393.171 | 291898.2995 | 1407918.974 | -1116020.6746 |
Total P&L (%) | 700.5183 | 701.9114 | -1.3932 | 291.8983 | 1407.919 | -1116.0207 |
Avg Daily Profit (%) | 0.3218 | 0.3225 | -0.0006 | 0.0628 | 0.1247 | 0 |
Buy And Hold Return (%) | 179.1454 | 179.1454 | 179.1454 | 179.1454 | 179.1454 | 179.1454 |
Max Trade Drawdown | -135052 | -82250 | -142623 | -1557387 | -938013 | -1800331 |
Profit Factor | 2.0932 | 3.5333 | 0.9962 | 1.0652 | 1.8476 | 0.6038 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 40.2985 | 44.1176 | 36.3636 | 40.2985 | 44.1176 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.101 | 4.4755 | 1.7433 | 1.5781 | 2.3403 | 1.0567 |
Largest Winning Trade | 259626 | 259626 | 67288 | 974376 | 974376 | 520847 |
Largest Losing Trade | -86535 | -32199 | -86535 | -1478180 | -469992 | -1478180 |
Avg Bars in Trades | 94 | 89 | 98 | 94 | 89 | 98 |
Avg Bars in Winners | 168 | 147 | 194 | 168 | 147 | 194 |
Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
Bars Traded | 6303 | 3041 | 3262 | 6303 | 3041 | 3262 |
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 | -114293 | 403347 | -583328 | -391239 | -24878 | -584439 |
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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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