Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265638.2017 | 1220498.0253 | 45140.1764 | 2711745.9804 | 3000461.4436 | -288715.4632 |
Total P&L (%) | 1265.6382 | 1220.498 | 45.1402 | 2711.746 | 3000.4614 | -288.7155 |
Avg Daily Profit (%) | 0.6974 | 0.6726 | 0.0249 | 0.184 | 0.1894 | 0 |
Buy And Hold Return (%) | 585.2202 | 585.2202 | 585.2202 | 585.2202 | 585.2202 | 585.2202 |
Max Trade Drawdown | -98830 | -74556 | -68935 | -3798192 | -2692288 | -2062535 |
Profit Factor | 3.512 | 5.9909 | 1.1741 | 1.2778 | 1.6197 | 0.9413 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40 | 40.625 | 39.3939 | 40 | 40.625 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.268 | 8.756 | 1.8063 | 1.9167 | 2.3673 | 1.4482 |
Largest Winning Trade | 647875 | 647875 | 72825 | 2949598 | 2949598 | 981969 |
Largest Losing Trade | -32731 | -23790 | -32731 | -967461 | -967461 | -775543 |
Avg Bars in Trades | 161 | 149 | 173 | 161 | 149 | 173 |
Avg Bars in Winners | 276 | 238 | 314 | 276 | 238 | 314 |
Avg Bars in Losers | 84 | 87 | 81 | 84 | 87 | 81 |
Bars Traded | 10500 | 4776 | 5724 | 10500 | 4776 | 5724 |
Profit Streak | 0 | 103.5045 | 0 | 0 | 103.5045 | 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 | -126977 | 401850 | -357489 | -132864 | 239319 | -583260 |
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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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