Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833075.1912 | 832144.6897 | 930.5015 | 1458165.4929 | 3352157.6023 | -1893992.1094 |
Total P&L (%) | 833.0752 | 832.1447 | 0.9305 | 1458.1655 | 3352.1576 | -1893.9921 |
Avg Daily Profit (%) | 0.4591 | 0.4586 | 0.0005 | 0.1514 | 0.1954 | 0 |
Buy And Hold Return (%) | 610.0828 | 610.0828 | 610.0828 | 610.0828 | 610.0828 | 610.0828 |
Max Trade Drawdown | -120257 | -24104 | -114139 | -1703279 | -505823 | -2652039 |
Profit Factor | 3.3776 | 10.6563 | 1.0035 | 1.2543 | 3.588 | 0.5733 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 30.7692 | 42.4242 | 18.75 | 30.7692 | 42.4242 | 18.75 |
Ratio Avg Win / Avg Loss | 7.5996 | 14.4621 | 4.3486 | 2.8222 | 4.8695 | 2.4843 |
Largest Winning Trade | 581339 | 581339 | 87057 | 1434043 | 1434043 | 729645 |
Largest Losing Trade | -28362 | -12314 | -28362 | -499236 | -233758 | -499236 |
Avg Bars in Trades | 76 | 19 | 136 | 76 | 19 | 136 |
Avg Bars in Winners | 204 | 37 | 592 | 204 | 37 | 592 |
Avg Bars in Losers | 20 | 5 | 30 | 20 | 5 | 30 |
Bars Traded | 4988 | 635 | 4353 | 4988 | 635 | 4353 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179108 | -36454 | -630835 | -139505 | 398187 | -635393 |
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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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