Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236322.6772 | 1219978.9424 | 16343.7347 | 1262052.2159 | 2028033.4723 | -765981.2564 |
Total P&L (%) | 1236.3227 | 1219.9789 | 16.3437 | 1262.0522 | 2028.0335 | -765.9813 |
Avg Daily Profit (%) | 0.6799 | 0.6709 | 0.009 | 0.1437 | 0.1683 | 0 |
Buy And Hold Return (%) | 643.4568 | 643.4568 | 643.4568 | 643.4568 | 643.4568 | 643.4568 |
Max Trade Drawdown | -111488 | -67291 | -76967 | -3726055 | -2527432 | -1843655 |
Profit Factor | 3.2988 | 5.6546 | 1.0593 | 1.1482 | 1.4993 | 0.828 |
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 | 4.6428 | 8.2645 | 1.4376 | 1.616 | 2.1913 | 1.1238 |
Largest Winning Trade | 687949 | 687949 | 73350 | 2581085 | 2581085 | 908333 |
Largest Losing Trade | -47424 | -28130 | -47424 | -881451 | -881451 | -715256 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 135 | 118 | 150 | 135 | 118 | 150 |
Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
Bars Traded | 5246 | 2379 | 2867 | 5246 | 2379 | 2867 |
Profit Streak | 0 | 105.7597 | 0 | 0 | 105.7597 | 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 | -128534 | 346988 | -504890 | -203871 | 147122 | -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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