Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132747.5225 | 1217564.6859 | -84817.1633 | 36134.6809 | 784337.5924 | -748202.9115 |
Total P&L (%) | 1132.7475 | 1217.5647 | -84.8172 | 36.1347 | 784.3376 | -748.2029 |
Avg Daily Profit (%) | 0.6248 | 0.6716 | -0.0468 | 0.017 | 0.1203 | 0 |
Buy And Hold Return (%) | 662.5645 | 662.5645 | 662.5645 | 662.5645 | 662.5645 | 662.5645 |
Max Trade Drawdown | -133402 | -122408 | -99412 | -963984 | -719078 | -859366 |
Profit Factor | 2.516 | 3.8579 | 0.7359 | 1.0102 | 1.4391 | 0.5758 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.1538 | 45.4545 | 46.875 | 46.1538 | 45.4545 | 46.875 |
Ratio Avg Win / Avg Loss | 2.9353 | 4.6295 | 0.834 | 1.1785 | 1.7269 | 0.6526 |
Largest Winning Trade | 816184 | 816184 | 64181 | 816184 | 816184 | 277047 |
Largest Losing Trade | -52288 | -41540 | -52288 | -378669 | -274310 | -378669 |
Avg Bars in Trades | 79 | 92 | 65 | 79 | 92 | 65 |
Avg Bars in Winners | 102 | 123 | 81 | 102 | 123 | 81 |
Avg Bars in Losers | 59 | 66 | 52 | 59 | 66 | 52 |
Bars Traded | 5157 | 3051 | 2106 | 5157 | 3051 | 2106 |
Profit Streak | 55.9184 | 65.585 | 0 | 55.9184 | 65.585 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129571 | 353552 | -582025 | -682439 | -139781 | -582025 |
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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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