Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018692.5167 | 1087097.5171 | -68405.0003 | 145426.0444 | 572185.6524 | -426759.608 |
Total P&L (%) | 1018.6925 | 1087.0975 | -68.405 | 145.426 | 572.1857 | -426.7596 |
Avg Daily Profit (%) | 0.5598 | 0.5974 | -0.0376 | 0.0494 | 0.1048 | 0 |
Buy And Hold Return (%) | 588.3421 | 588.3421 | 588.3421 | 588.3421 | 588.3421 | 588.3421 |
Max Trade Drawdown | -188350 | -83621 | -151537 | -537618 | -331279 | -452126 |
Profit Factor | 2.5241 | 4.654 | 0.8156 | 1.083 | 1.7542 | 0.5701 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 36.9231 | 43.75 | 30.303 | 36.9231 | 43.75 | 30.303 |
Ratio Avg Win / Avg Loss | 4.3121 | 5.9837 | 1.8758 | 1.8502 | 2.2554 | 1.3113 |
Largest Winning Trade | 605404 | 605404 | 78049 | 456853 | 456853 | 158873 |
Largest Losing Trade | -71264 | -31118 | -71264 | -149952 | -104278 | -149952 |
Avg Bars in Trades | 161 | 153 | 168 | 161 | 153 | 168 |
Avg Bars in Winners | 291 | 252 | 345 | 291 | 252 | 345 |
Avg Bars in Losers | 85 | 76 | 92 | 85 | 76 | 92 |
Bars Traded | 10495 | 4921 | 5574 | 10495 | 4921 | 5574 |
Profit Streak | 0 | 162.051 | 0 | 0 | 162.051 | 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 | -134117 | 344681 | -585684 | -562224 | -216653 | -586796 |
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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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