Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057600.2308 | 1002389.4302 | 55210.8005 | 2381919.002 | 2659822.996 | -277903.9939 |
Total P&L (%) | 1057.6002 | 1002.3894 | 55.2108 | 2381.919 | 2659.823 | -277.904 |
Avg Daily Profit (%) | 0.5749 | 0.5449 | 0.03 | 0.1747 | 0.1805 | 0 |
Buy And Hold Return (%) | 755.4939 | 755.4939 | 755.4939 | 755.4939 | 755.4939 | 755.4939 |
Max Trade Drawdown | -99323 | -100211 | -93459 | -1813758 | -1114312 | -1686750 |
Profit Factor | 3.1878 | 4.9333 | 1.2416 | 1.3774 | 1.8268 | 0.9102 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 55.3846 | 59.375 | 51.5152 | 55.3846 | 59.375 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.5679 | 3.3754 | 1.1685 | 1.1096 | 1.2499 | 0.8566 |
Largest Winning Trade | 591612 | 591612 | 50817 | 1235856 | 1235856 | 662333 |
Largest Losing Trade | -47053 | -47053 | -46204 | -849048 | -849048 | -708882 |
Avg Bars in Trades | 78 | 120 | 37 | 78 | 120 | 37 |
Avg Bars in Winners | 71 | 94 | 45 | 71 | 94 | 45 |
Avg Bars in Losers | 87 | 158 | 28 | 87 | 158 | 28 |
Bars Traded | 5096 | 3856 | 1240 | 5096 | 3856 | 1240 |
Profit Streak | 0 | 103.6089 | 0 | 0 | 103.6089 | 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 | -159338 | -43631 | -318671 | -129898 | 335573 | -580606 |
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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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