Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176759.7856 | 1169921.4907 | 6838.2949 | 1280405.1391 | 1725448.8499 | -445043.7107 |
Total P&L (%) | 1176.7598 | 1169.9215 | 6.8383 | 1280.4051 | 1725.4489 | -445.0437 |
Avg Daily Profit (%) | 0.6493 | 0.6455 | 0.0038 | 0.1449 | 0.1604 | 0 |
Buy And Hold Return (%) | 507.6953 | 507.6953 | 507.6953 | 507.6953 | 507.6953 | 507.6953 |
Max Trade Drawdown | -174109 | -101007 | -119019 | -1071215 | -400198 | -883323 |
Profit Factor | 3.1833 | 5.5483 | 1.0243 | 1.4191 | 2.3992 | 0.7558 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 38.4615 | 37.5 | 39.3939 | 38.4615 | 37.5 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.0932 | 9.2472 | 1.5758 | 2.2705 | 3.9986 | 1.1627 |
Largest Winning Trade | 630370 | 630370 | 74261 | 982881 | 982881 | 622614 |
Largest Losing Trade | -34186 | -24428 | -34186 | -325897 | -138467 | -325897 |
Avg Bars in Trades | 81 | 74 | 87 | 81 | 74 | 87 |
Avg Bars in Winners | 144 | 137 | 150 | 144 | 137 | 150 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 5278 | 2394 | 2884 | 5278 | 2394 | 2884 |
Profit Streak | 0 | 99.0379 | 0 | 0 | 99.0379 | 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 | -127572 | 390584 | -550423 | -141509 | 186459 | -583260 |
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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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