Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993481.9326 | 1058323.9086 | -64841.976 | 96629.698 | 489338.9591 | -392709.2611 |
Total P&L (%) | 993.4819 | 1058.3239 | -64.842 | 96.6297 | 489.339 | -392.7093 |
Avg Daily Profit (%) | 0.5483 | 0.5841 | -0.0358 | 0.0373 | 0.0979 | 0 |
Buy And Hold Return (%) | 530.9585 | 530.9585 | 530.9585 | 530.9585 | 530.9585 | 530.9585 |
Max Trade Drawdown | -202893 | -105934 | -184724 | -545991 | -245887 | -436225 |
Profit Factor | 2.5158 | 4.6097 | 0.821 | 1.073 | 1.8532 | 0.476 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 41.5385 | 46.875 | 36.3636 | 41.5385 | 46.875 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.5408 | 5.2244 | 1.4367 | 1.5102 | 2.1003 | 0.833 |
Largest Winning Trade | 568646 | 568646 | 78348 | 489286 | 489286 | 91220 |
Largest Losing Trade | -71654 | -40565 | -71654 | -145437 | -127324 | -145437 |
Avg Bars in Trades | 161 | 150 | 172 | 161 | 150 | 172 |
Avg Bars in Winners | 264 | 228 | 309 | 264 | 228 | 309 |
Avg Bars in Losers | 88 | 80 | 94 | 88 | 80 | 94 |
Bars Traded | 10500 | 4807 | 5693 | 10500 | 4807 | 5693 |
Profit Streak | 0 | 154.7311 | 0 | 0 | 154.7311 | 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 | -131506 | 418014 | -584439 | -587460 | -224762 | -586105 |
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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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