Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051523.3064 | 1046328.4454 | 5194.861 | 995687.9135 | 1284804.0756 | -289116.1621 |
Total P&L (%) | 1051.5233 | 1046.3284 | 5.1949 | 995.6879 | 1284.8041 | -289.1162 |
Avg Daily Profit (%) | 0.5796 | 0.5767 | 0.0029 | 0.132 | 0.145 | 0 |
Buy And Hold Return (%) | 533.0762 | 533.0762 | 533.0762 | 533.0762 | 533.0762 | 533.0762 |
Max Trade Drawdown | -167016 | -107452 | -115495 | -1126514 | -506994 | -658444 |
Profit Factor | 2.8976 | 4.8954 | 1.0182 | 1.304 | 1.8413 | 0.8346 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 37.3333 | 40.5405 | 34.2105 | 37.3333 | 40.5405 | 34.2105 |
Ratio Avg Win / Avg Loss | 4.8638 | 7.1799 | 1.9581 | 2.1889 | 2.7005 | 1.605 |
Largest Winning Trade | 550595 | 550595 | 74037 | 714692 | 714692 | 398634 |
Largest Losing Trade | -52119 | -52119 | -39186 | -376987 | -376987 | -285463 |
Avg Bars in Trades | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Winners | 115 | 99 | 134 | 115 | 99 | 134 |
Avg Bars in Losers | 43 | 35 | 50 | 43 | 35 | 50 |
Bars Traded | 5284 | 2276 | 3008 | 5284 | 2276 | 3008 |
Profit Streak | 0 | 160.8387 | 0 | 0 | 160.8387 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56461 | 328721 | -560296 | -89097 | -2477 | -584127 |
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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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