Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187026.5846 | 1164759.1562 | 22267.4284 | 1053936.0587 | 1987462.2187 | -933526.16 |
Total P&L (%) | 1187.0266 | 1164.7592 | 22.2674 | 1053.9361 | 1987.4622 | -933.5262 |
Avg Daily Profit (%) | 0.6544 | 0.6421 | 0.0123 | 0.1349 | 0.1676 | 0 |
Buy And Hold Return (%) | 705.5726 | 705.5726 | 705.5726 | 705.5726 | 705.5726 | 705.5726 |
Max Trade Drawdown | -137966 | -69108 | -94200 | -1432646 | -1044713 | -1268977 |
Profit Factor | 3.253 | 6.2944 | 1.0726 | 1.2468 | 2.1685 | 0.6368 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 49.2308 | 45.4545 | 53.125 | 49.2308 | 45.4545 | 53.125 |
Ratio Avg Win / Avg Loss | 3.3546 | 7.5533 | 0.9464 | 1.2857 | 2.6022 | 0.5619 |
Largest Winning Trade | 576234 | 576234 | 75621 | 1433237 | 1433237 | 404603 |
Largest Losing Trade | -62723 | -37405 | -62723 | -734970 | -734970 | -636813 |
Avg Bars in Trades | 107 | 102 | 112 | 107 | 102 | 112 |
Avg Bars in Winners | 146 | 163 | 131 | 146 | 163 | 131 |
Avg Bars in Losers | 68 | 51 | 90 | 68 | 51 | 90 |
Bars Traded | 6965 | 3373 | 3592 | 6965 | 3373 | 3592 |
Profit Streak | 58.7018 | 88.4518 | 0 | 58.7018 | 88.4518 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126605 | 356174 | -484221 | -160651 | 265631 | -580405 |
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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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