Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212168.3129 | 1190087.224 | 22081.0889 | 1578398.2519 | 1788630.6825 | -210232.4306 |
Total P&L (%) | 1212.1683 | 1190.0872 | 22.0811 | 1578.3983 | 1788.6307 | -210.2324 |
Avg Daily Profit (%) | 0.6687 | 0.6565 | 0.0122 | 0.1557 | 0.1622 | 0 |
Buy And Hold Return (%) | 488.6023 | 488.6023 | 488.6023 | 488.6023 | 488.6023 | 488.6023 |
Max Trade Drawdown | -145660 | -82717 | -112548 | -1571269 | -976159 | -847151 |
Profit Factor | 3.2365 | 5.5554 | 1.0787 | 1.3285 | 1.7838 | 0.9167 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40.9091 | 42.4242 | 39.3939 | 40.9091 | 42.4242 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.6749 | 7.5395 | 1.6595 | 1.919 | 2.4209 | 1.4103 |
Largest Winning Trade | 663533 | 663533 | 76968 | 1517499 | 1517499 | 699319 |
Largest Losing Trade | -38950 | -24294 | -38950 | -614323 | -614323 | -412880 |
Avg Bars in Trades | 159 | 143 | 175 | 159 | 143 | 175 |
Avg Bars in Winners | 266 | 226 | 308 | 266 | 226 | 308 |
Avg Bars in Losers | 85 | 83 | 88 | 85 | 83 | 88 |
Bars Traded | 10529 | 4748 | 5781 | 10529 | 4748 | 5781 |
Profit Streak | 0 | 100.4465 | 0 | 0 | 100.4465 | 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 | -117766 | 494878 | -479393 | -126190 | 221883 | -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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