Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071337.2457 | 1029570.3772 | 41766.8685 | 2248334.0714 | 2371235.1919 | -122901.1205 |
Total P&L (%) | 1071.3372 | 1029.5704 | 41.7669 | 2248.3341 | 2371.2352 | -122.9011 |
Avg Daily Profit (%) | 0.5873 | 0.5644 | 0.0229 | 0.1732 | 0.176 | 0 |
Buy And Hold Return (%) | 714.7451 | 714.7451 | 714.7451 | 714.7451 | 714.7451 | 714.7451 |
Max Trade Drawdown | -72841 | -70561 | -54031 | -879352 | -587331 | -776752 |
Profit Factor | 3.3429 | 5.4719 | 1.184 | 1.5053 | 2.1771 | 0.9495 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 48.4848 | 51.5152 | 45.4545 | 48.4848 | 51.5152 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.5518 | 5.15 | 1.4208 | 1.5994 | 2.0491 | 1.1394 |
Largest Winning Trade | 500423 | 500423 | 75318 | 1639589 | 1639589 | 1025748 |
Largest Losing Trade | -52152 | -52152 | -49391 | -445579 | -424108 | -445579 |
Avg Bars in Trades | 157 | 150 | 164 | 157 | 150 | 164 |
Avg Bars in Winners | 203 | 176 | 233 | 203 | 176 | 233 |
Avg Bars in Losers | 113 | 121 | 106 | 113 | 121 | 106 |
Bars Traded | 10377 | 4950 | 5427 | 10377 | 4950 | 5427 |
Profit Streak | 0 | 103.8973 | 0 | 0 | 103.8973 | 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 | -121911 | -8716 | -348020 | -121812 | 355610 | -580903 |
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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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