Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371404.04 | 1324095.2555 | 47308.7845 | 2794091.4915 | 3019421.6159 | -225330.1244 |
Total P&L (%) | 1371.404 | 1324.0953 | 47.3088 | 2794.0915 | 3019.4216 | -225.3301 |
Avg Daily Profit (%) | 0.757 | 0.7309 | 0.0261 | 0.1859 | 0.1901 | 0 |
Buy And Hold Return (%) | 480.1967 | 480.1967 | 480.1967 | 480.1967 | 480.1967 | 480.1967 |
Max Trade Drawdown | -169529 | -104968 | -112353 | -1676550 | -559798 | -1299721 |
Profit Factor | 3.8968 | 6.2808 | 1.2125 | 1.7127 | 2.9205 | 0.904 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 37.8788 | 39.3939 | 36.3636 | 37.8788 | 39.3939 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.3908 | 9.6627 | 2.1218 | 2.8088 | 4.4931 | 1.5821 |
Largest Winning Trade | 754483 | 754483 | 76303 | 1522378 | 1522378 | 1008783 |
Largest Losing Trade | -47354 | -47354 | -32471 | -537622 | -249802 | -537622 |
Avg Bars in Trades | 156 | 144 | 169 | 156 | 144 | 169 |
Avg Bars in Winners | 286 | 263 | 309 | 286 | 263 | 309 |
Avg Bars in Losers | 78 | 66 | 89 | 78 | 66 | 89 |
Bars Traded | 10359 | 4770 | 5589 | 10359 | 4770 | 5589 |
Profit Streak | 0 | 96.4797 | 0 | 0 | 96.4797 | 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 | -116946 | 510724 | -328434 | -123115 | 340739 | -583328 |
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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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