Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1052044.2723 | 1074488.5863 | -22444.314 | 486159.9948 | 912200.3836 | -426040.3888 |
Total P&L (%) | 1052.0443 | 1074.4886 | -22.4443 | 486.16 | 912.2004 | -426.0404 |
Avg Daily Profit (%) | 0.5797 | 0.5921 | -0.0124 | 0.0975 | 0.1276 | 0 |
Buy And Hold Return (%) | 605.0214 | 605.0214 | 605.0214 | 605.0214 | 605.0214 | 605.0214 |
Max Trade Drawdown | -143205 | -77591 | -163025 | -614882 | -260126 | -641567 |
Profit Factor | 2.667 | 4.8734 | 0.9365 | 1.2582 | 2.1781 | 0.6157 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 42.6667 | 48.6486 | 36.8421 | 42.6667 | 48.6486 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.5838 | 5.1441 | 1.6055 | 1.6907 | 2.2991 | 1.0555 |
Largest Winning Trade | 668694 | 668694 | 78984 | 584904 | 584904 | 153473 |
Largest Losing Trade | -57080 | -33658 | -57080 | -252961 | -163962 | -252961 |
Avg Bars in Trades | 142 | 137 | 147 | 142 | 137 | 147 |
Avg Bars in Winners | 217 | 188 | 255 | 217 | 188 | 255 |
Avg Bars in Losers | 87 | 90 | 84 | 87 | 90 | 84 |
Bars Traded | 10714 | 5102 | 5612 | 10714 | 5102 | 5612 |
Profit Streak | 25.8 | 157.9666 | 25.8 | 25.8 | 157.9666 | 25.8 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55368 | 415472 | -582561 | -290767 | -27415 | -583673 |
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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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