Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085841.0496 | 1080001.0922 | 5839.9573 | 981141.0233 | 1306712.6998 | -325571.6765 |
Total P&L (%) | 1085.8411 | 1080.0011 | 5.84 | 981.141 | 1306.7127 | -325.5717 |
Avg Daily Profit (%) | 0.5978 | 0.5946 | 0.0032 | 0.1312 | 0.1457 | 0 |
Buy And Hold Return (%) | 665.6656 | 665.6656 | 665.6656 | 665.6656 | 665.6656 | 665.6656 |
Max Trade Drawdown | -105125 | -65738 | -123573 | -1047583 | -771357 | -582386 |
Profit Factor | 3.1106 | 5.4636 | 1.0214 | 1.3244 | 1.9053 | 0.7941 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 54.6667 | 54.0541 | 55.2632 | 54.6667 | 54.0541 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.5795 | 4.6441 | 0.8269 | 1.0983 | 1.6195 | 0.6428 |
Largest Winning Trade | 558012 | 558012 | 75959 | 951952 | 951952 | 420882 |
Largest Losing Trade | -49666 | -49666 | -43466 | -570781 | -380127 | -570781 |
Avg Bars in Trades | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Winners | 97 | 86 | 107 | 97 | 86 | 107 |
Avg Bars in Losers | 37 | 36 | 39 | 37 | 36 | 39 |
Bars Traded | 5280 | 2348 | 2933 | 5280 | 2348 | 2933 |
Profit Streak | 0 | 101.7838 | 0 | 0 | 101.7838 | 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 | -52361 | 404312 | -552224 | -96015 | -596 | -580082 |
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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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