Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663698.8299 | 607554.6919 | 56144.138 | 2487135.1934 | 2541206.8632 | -54071.6698 |
Total P&L (%) | 663.6988 | 607.5547 | 56.1441 | 2487.1352 | 2541.2069 | -54.0717 |
Avg Daily Profit (%) | 0.3674 | 0.3363 | 0.0311 | 0.1802 | 0.1814 | -0.0431 |
Buy And Hold Return (%) | 247.7226 | 247.7226 | 247.7226 | 247.7226 | 247.7226 | 247.7226 |
Max Trade Drawdown | -87533 | -32426 | -118479 | -1380311 | -521954 | -1263947 |
Profit Factor | 2.5263 | 5.6694 | 1.1843 | 1.6597 | 3.3269 | 0.9798 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 40.625 | 43.75 | 37.5 | 40.625 | 43.75 | 37.5 |
Ratio Avg Win / Avg Loss | 3.6923 | 7.2892 | 1.9738 | 2.4257 | 4.2774 | 1.633 |
Largest Winning Trade | 182646 | 182646 | 71166 | 1201833 | 1152789 | 1201833 |
Largest Losing Trade | -44138 | -21882 | -44138 | -1263947 | -215995 | -1263947 |
Avg Bars in Trades | 165 | 95 | 235 | 165 | 95 | 235 |
Avg Bars in Winners | 305 | 159 | 475 | 305 | 159 | 475 |
Avg Bars in Losers | 69 | 45 | 91 | 69 | 45 | 91 |
Bars Traded | 10588 | 3052 | 7536 | 10588 | 3052 | 7536 |
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 | -136535 | 401541 | -338778 | -136411 | 423956 | -582893 |
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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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