Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206834.9602 | 1179616.6979 | 27218.2623 | 1802254.5178 | 2145033.2949 | -342778.7771 |
Total P&L (%) | 1206.835 | 1179.6167 | 27.2183 | 1802.2545 | 2145.0333 | -342.7788 |
Avg Daily Profit (%) | 0.6649 | 0.6499 | 0.015 | 0.1624 | 0.1716 | 0 |
Buy And Hold Return (%) | 596.8825 | 596.8825 | 596.8825 | 596.8825 | 596.8825 | 596.8825 |
Max Trade Drawdown | -125391 | -67921 | -89522 | -3354637 | -2091443 | -1800565 |
Profit Factor | 3.2734 | 5.7997 | 1.0955 | 1.2271 | 1.573 | 0.9182 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 41.5385 | 40.625 | 42.4242 | 41.5385 | 40.625 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.607 | 8.4765 | 1.4867 | 1.7271 | 2.299 | 1.2462 |
Largest Winning Trade | 614810 | 614810 | 73746 | 2173896 | 2173896 | 936806 |
Largest Losing Trade | -37504 | -28624 | -37504 | -896921 | -896921 | -750348 |
Avg Bars in Trades | 107 | 98 | 116 | 107 | 98 | 116 |
Avg Bars in Winners | 179 | 154 | 202 | 179 | 154 | 202 |
Avg Bars in Losers | 56 | 60 | 52 | 56 | 60 | 52 |
Bars Traded | 6992 | 3163 | 3829 | 6992 | 3163 | 3829 |
Profit Streak | 0 | 103.0878 | 0 | 0 | 103.0878 | 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 | -128042 | 363612 | -457067 | -134195 | 178461 | -582082 |
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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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