Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534193.2618 | 1521419.6075 | 12773.6543 | 541718.3775 | 1296971.7527 | -755253.3751 |
Total P&L (%) | 1534.1933 | 1521.4196 | 12.7737 | 541.7184 | 1296.9718 | -755.2534 |
Avg Daily Profit (%) | 0.8582 | 0.8511 | 0.0071 | 0.104 | 0.1476 | 0 |
Buy And Hold Return (%) | 259.8044 | 259.8044 | 259.8044 | 259.8044 | 259.8044 | 259.8044 |
Max Trade Drawdown | -101169 | -87138 | -145638 | -1624823 | -1065611 | -1740583 |
Profit Factor | 3.8849 | 8.4026 | 1.0392 | 1.1124 | 1.7189 | 0.7494 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 47.6923 | 46.875 | 48.4848 | 47.6923 | 46.875 | 48.4848 |
Ratio Avg Win / Avg Loss | 4.2609 | 9.523 | 1.1041 | 1.2201 | 1.9481 | 0.7963 |
Largest Winning Trade | 998310 | 998310 | 62975 | 1756718 | 1756718 | 464005 |
Largest Losing Trade | -72539 | -27828 | -72539 | -1401960 | -345366 | -1401960 |
Avg Bars in Trades | 78 | 76 | 80 | 78 | 76 | 80 |
Avg Bars in Winners | 116 | 112 | 120 | 116 | 112 | 120 |
Avg Bars in Losers | 43 | 45 | 42 | 43 | 45 | 42 |
Bars Traded | 5114 | 2461 | 2653 | 5114 | 2461 | 2653 |
Profit Streak | 0 | 110.3083 | 0 | 0 | 110.3083 | 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 | -117433 | 744702 | -527133 | -293738 | 217992 | -581392 |
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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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