Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384733.4883 | 339069.7946 | 45663.6937 | 1029617.6152 | 1097330.4277 | -67712.8125 |
Total P&L (%) | 384.7335 | 339.0698 | 45.6637 | 1029.6176 | 1097.3304 | -67.7128 |
Avg Daily Profit (%) | 0.4316 | 0.3803 | 0.0512 | 0.2723 | 0.2789 | -0.1267 |
Buy And Hold Return (%) | 139.6925 | 139.6925 | 139.6925 | 139.6925 | 139.6925 | 139.6925 |
Max Trade Drawdown | -37971 | -25753 | -38012 | -577557 | -202867 | -546143 |
Profit Factor | 2.8698 | 5.1672 | 1.3671 | 1.5817 | 2.6339 | 0.9383 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 47.7612 | 44.1176 | 51.5152 | 47.7612 | 44.1176 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.1388 | 6.5451 | 1.2867 | 1.73 | 3.3363 | 0.8832 |
Largest Winning Trade | 116526 | 116526 | 39054 | 674021 | 674021 | 477097 |
Largest Losing Trade | -20268 | -13889 | -20268 | -230687 | -97036 | -230687 |
Avg Bars in Trades | 150 | 143 | 157 | 150 | 143 | 157 |
Avg Bars in Winners | 251 | 265 | 238 | 251 | 265 | 238 |
Avg Bars in Losers | 58 | 46 | 72 | 58 | 46 | 72 |
Bars Traded | 10078 | 4867 | 5211 | 10078 | 4867 | 5211 |
Profit Streak | 0 | 0 | 8.138 | 0 | 0 | 8.138 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110398 | 386449 | -288950 | -110575 | 411500 | -579932 |
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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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