Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470275.5034 | 1463842.8954 | 6432.608 | 779700.2059 | 1732848.416 | -953148.2101 |
Total P&L (%) | 1470.2755 | 1463.8429 | 6.4326 | 779.7002 | 1732.8484 | -953.1482 |
Avg Daily Profit (%) | 0.8068 | 0.8033 | 0.0035 | 0.1194 | 0.1597 | 0 |
Buy And Hold Return (%) | 707.3295 | 707.3295 | 707.3295 | 707.3295 | 707.3295 | 707.3295 |
Max Trade Drawdown | -79240 | -63292 | -54334 | -1975116 | -1181628 | -948937 |
Profit Factor | 3.9726 | 6.4115 | 1.0287 | 1.1297 | 1.5624 | 0.6745 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 41.791 | 33.3333 | 50 | 41.791 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 5.5333 | 12.823 | 1.0287 | 1.5736 | 3.1247 | 0.6745 |
Largest Winning Trade | 996419 | 996419 | 73797 | 1919355 | 1919355 | 481056 |
Largest Losing Trade | -59897 | -59897 | -41782 | -801319 | -801319 | -602780 |
Avg Bars in Trades | 151 | 235 | 71 | 151 | 235 | 71 |
Avg Bars in Winners | 191 | 336 | 97 | 191 | 336 | 97 |
Avg Bars in Losers | 123 | 184 | 44 | 123 | 184 | 44 |
Bars Traded | 10180 | 7758 | 2422 | 10180 | 7758 | 2422 |
Profit Streak | 0 | 91.7785 | 0 | 0 | 91.7785 | 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 | -110621 | 335676 | -542847 | -368313 | 23563 | -580795 |
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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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