Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975375.8506 | 1006689.8221 | -31313.9715 | 365074.8832 | 623159.9768 | -258085.0936 |
Total P&L (%) | 975.3759 | 1006.6898 | -31.314 | 365.0749 | 623.16 | -258.0851 |
Avg Daily Profit (%) | 0.5368 | 0.554 | -0.0172 | 0.0846 | 0.1089 | 0 |
Buy And Hold Return (%) | 645.693 | 645.693 | 645.693 | 645.693 | 645.693 | 645.693 |
Max Trade Drawdown | -148907 | -84241 | -142100 | -496122 | -408331 | -414319 |
Profit Factor | 2.5472 | 4.3594 | 0.9053 | 1.1999 | 1.6769 | 0.7151 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 42.6471 | 47.0588 | 38.2353 | 42.6471 | 47.0588 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.4255 | 4.9043 | 1.4625 | 1.6136 | 1.8865 | 1.1551 |
Largest Winning Trade | 529362 | 529362 | 78381 | 392101 | 392101 | 145491 |
Largest Losing Trade | -57064 | -43736 | -57064 | -191718 | -191718 | -153925 |
Avg Bars in Trades | 155 | 140 | 170 | 155 | 140 | 170 |
Avg Bars in Winners | 250 | 216 | 291 | 250 | 216 | 291 |
Avg Bars in Losers | 84 | 72 | 95 | 84 | 72 | 95 |
Bars Traded | 10556 | 4770 | 5786 | 10556 | 4770 | 5786 |
Profit Streak | 0 | 159.8683 | 0 | 0 | 159.8683 | 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 | -111016 | 301133 | -583703 | -361923 | -209926 | -583703 |
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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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