Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796601.835 | 725931.3927 | 70670.4423 | 603703.2219 | 1231830.5688 | -628127.3469 |
Total P&L (%) | 796.6018 | 725.9314 | 70.6704 | 603.7032 | 1231.8306 | -628.1273 |
Avg Daily Profit (%) | 0.4314 | 0.3931 | 0.0383 | 0.1057 | 0.1403 | 0 |
Buy And Hold Return (%) | 183.0663 | 183.0663 | 183.0663 | 183.0663 | 183.0663 | 183.0663 |
Max Trade Drawdown | -108036 | -78050 | -89906 | -1007834 | -345797 | -885944 |
Profit Factor | 2.5931 | 4.6933 | 1.2329 | 1.2177 | 2.4208 | 0.6705 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 59.4203 | 60 | 58.8235 | 59.4203 | 60 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.7709 | 3.1289 | 0.863 | 0.8316 | 1.6139 | 0.4693 |
Largest Winning Trade | 531322 | 531322 | 54146 | 549675 | 549675 | 188158 |
Largest Losing Trade | -80980 | -37663 | -80980 | -598199 | -168499 | -598199 |
Avg Bars in Trades | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Winners | 104 | 90 | 119 | 104 | 90 | 119 |
Avg Bars in Losers | 96 | 110 | 82 | 96 | 110 | 82 |
Bars Traded | 6995 | 3446 | 3549 | 6995 | 3446 | 3549 |
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 | -91728 | 586504 | -308427 | -161152 | 14135 | -579651 |
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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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