Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817360.6747 | 797353.9267 | 20006.748 | 330651.9509 | 503442.5936 | -172790.6426 |
Total P&L (%) | 817.3607 | 797.3539 | 20.0067 | 330.652 | 503.4426 | -172.7906 |
Avg Daily Profit (%) | 0.4423 | 0.4315 | 0.0108 | 0.079 | 0.0973 | 0 |
Buy And Hold Return (%) | 157.3935 | 157.3935 | 157.3935 | 157.3935 | 157.3935 | 157.3935 |
Max Trade Drawdown | -97168 | -74732 | -66460 | -614021 | -352514 | -502205 |
Profit Factor | 2.6626 | 4.4203 | 1.0774 | 1.1363 | 1.4699 | 0.8724 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 45.1613 | 40 | 42.623 | 45.1613 | 40 |
Ratio Avg Win / Avg Loss | 3.5843 | 5.3675 | 1.6161 | 1.5297 | 1.7848 | 1.3086 |
Largest Winning Trade | 736490 | 736490 | 56546 | 544451 | 544451 | 345166 |
Largest Losing Trade | -41372 | -24264 | -41372 | -368964 | -134556 | -368964 |
Avg Bars in Trades | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Winners | 94 | 77 | 113 | 94 | 77 | 113 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 3496 | 1656 | 1840 | 3496 | 1656 | 1840 |
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 | -155163 | 510297 | -482363 | -332234 | -65260 | -583047 |
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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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