Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500542.5322 | 1556086.7138 | -55544.1816 | 84834.4517 | 505634.227 | -420799.7753 |
Total P&L (%) | 1500.5425 | 1556.0867 | -55.5442 | 84.8345 | 505.6342 | -420.7998 |
Avg Daily Profit (%) | 0.8036 | 0.8334 | -0.0297 | 0.0329 | 0.0965 | 0 |
Buy And Hold Return (%) | 535.2968 | 535.2968 | 535.2968 | 535.2968 | 535.2968 | 535.2968 |
Max Trade Drawdown | -131069 | -102495 | -167576 | -1324036 | -654513 | -1220881 |
Profit Factor | 3.1136 | 5.6406 | 0.8517 | 1.0237 | 1.2803 | 0.7636 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
Ratio Avg Win / Avg Loss | 4.0032 | 9.401 | 0.8517 | 1.3161 | 2.1338 | 0.7636 |
Largest Winning Trade | 1254639 | 1254639 | 52218 | 879658 | 879658 | 495957 |
Largest Losing Trade | -72603 | -45272 | -72603 | -740878 | -654513 | -740878 |
Avg Bars in Trades | 169 | 188 | 150 | 169 | 188 | 150 |
Avg Bars in Winners | 207 | 207 | 207 | 207 | 207 | 207 |
Avg Bars in Losers | 139 | 177 | 92 | 139 | 177 | 92 |
Bars Traded | 10841 | 6038 | 4803 | 10841 | 6038 | 4803 |
Profit Streak | 0 | 51.8741 | 0 | 0 | 51.8741 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130375 | 501698 | -580810 | -655408 | -232745 | -580810 |
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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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