Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023080.8273 | 1095680.7338 | -72599.9065 | 38887.2572 | 359950.82 | -321063.5627 |
Total P&L (%) | 1023.0808 | 1095.6807 | -72.5999 | 38.8873 | 359.9508 | -321.0636 |
Avg Daily Profit (%) | 0.5646 | 0.6047 | -0.0401 | 0.0181 | 0.0842 | 0 |
Buy And Hold Return (%) | 492.6354 | 492.6354 | 492.6354 | 492.6354 | 492.6354 | 492.6354 |
Max Trade Drawdown | -228179 | -115070 | -192665 | -467711 | -188328 | -363871 |
Profit Factor | 2.4876 | 4.1948 | 0.7894 | 1.0387 | 1.7778 | 0.4069 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 43.75 | 39.3939 | 41.5385 | 43.75 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.5011 | 5.3933 | 1.2145 | 1.4619 | 2.2857 | 0.626 |
Largest Winning Trade | 632073 | 632073 | 78899 | 416178 | 416178 | 71291 |
Largest Losing Trade | -78313 | -58336 | -78313 | -149684 | -101454 | -149684 |
Avg Bars in Trades | 162 | 157 | 168 | 162 | 157 | 168 |
Avg Bars in Winners | 265 | 254 | 276 | 265 | 254 | 276 |
Avg Bars in Losers | 90 | 82 | 97 | 90 | 82 | 97 |
Bars Traded | 10586 | 5035 | 5551 | 10586 | 5035 | 5551 |
Profit Streak | 139.3863 | 153.8863 | 139.3863 | 139.3863 | 153.8863 | 139.3863 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128667 | 425059 | -582299 | -650521 | -244379 | -583966 |
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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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