Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315700.3699 | 1305746.0756 | 9954.2943 | 1409168.8686 | 1838218.786 | -429049.9174 |
Total P&L (%) | 1315.7004 | 1305.7461 | 9.9543 | 1409.1689 | 1838.2188 | -429.0499 |
Avg Daily Profit (%) | 0.7244 | 0.719 | 0.0055 | 0.1496 | 0.1634 | 0 |
Buy And Hold Return (%) | 670.1381 | 670.1381 | 670.1381 | 670.1381 | 670.1381 | 670.1381 |
Max Trade Drawdown | -178988 | -97282 | -117399 | -1182902 | -376596 | -980878 |
Profit Factor | 3.5168 | 6.0138 | 1.0379 | 1.5119 | 2.6877 | 0.7421 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 34.9206 | 35.4839 | 34.375 | 34.9206 | 35.4839 | 34.375 |
Ratio Avg Win / Avg Loss | 6.554 | 10.9342 | 1.9815 | 2.8177 | 4.8868 | 1.4167 |
Largest Winning Trade | 757911 | 757911 | 75568 | 1070249 | 1070249 | 529344 |
Largest Losing Trade | -41881 | -26942 | -41881 | -363229 | -159570 | -363229 |
Avg Bars in Trades | 167 | 155 | 179 | 167 | 155 | 179 |
Avg Bars in Winners | 340 | 319 | 361 | 340 | 319 | 361 |
Avg Bars in Losers | 74 | 64 | 83 | 74 | 64 | 83 |
Bars Traded | 10545 | 4808 | 5737 | 10545 | 4808 | 5737 |
Profit Streak | 0 | 146.5673 | 0 | 0 | 146.5673 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145047 | 325666 | -535063 | -153838 | 172422 | -585220 |
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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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