Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063081.5777 | 1056367.5268 | 6714.0509 | 1024140.8167 | 1342901.2501 | -318760.4333 |
Total P&L (%) | 1063.0816 | 1056.3675 | 6.7141 | 1024.1408 | 1342.9013 | -318.7604 |
Avg Daily Profit (%) | 0.5848 | 0.5811 | 0.0037 | 0.1332 | 0.147 | 0 |
Buy And Hold Return (%) | 582.494 | 582.494 | 582.494 | 582.494 | 582.494 | 582.494 |
Max Trade Drawdown | -162381 | -74331 | -122985 | -1025102 | -584356 | -613858 |
Profit Factor | 2.9861 | 5.527 | 1.0222 | 1.2847 | 1.8533 | 0.8424 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 41.791 | 42.4242 | 41.1765 | 41.791 | 42.4242 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.1591 | 7.501 | 1.4603 | 1.7894 | 2.5151 | 1.2035 |
Largest Winning Trade | 548315 | 548315 | 77074 | 958841 | 958841 | 487888 |
Largest Losing Trade | -65064 | -25703 | -65064 | -400405 | -354467 | -400405 |
Avg Bars in Trades | 104 | 94 | 114 | 104 | 94 | 114 |
Avg Bars in Winners | 163 | 142 | 185 | 163 | 142 | 185 |
Avg Bars in Losers | 61 | 58 | 65 | 61 | 58 | 65 |
Bars Traded | 7002 | 3102 | 3900 | 7002 | 3102 | 3900 |
Profit Streak | 0 | 105.5635 | 0 | 0 | 105.5635 | 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 | -115495 | 321662 | -553173 | -146661 | -200 | -582559 |
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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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