Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231707.8696 | 1170237.6513 | 61470.2183 | 647954.5951 | 734888.3355 | -86933.7404 |
Total P&L (%) | 1231.7079 | 1170.2377 | 61.4702 | 647.9546 | 734.8883 | -86.9337 |
Avg Daily Profit (%) | 0.6652 | 0.632 | 0.0332 | 0.1087 | 0.1147 | -0.1098 |
Buy And Hold Return (%) | 58.9769 | 58.9769 | 58.9769 | 58.9769 | 58.9769 | 58.9769 |
Max Trade Drawdown | -127985 | -113859 | -75140 | -1627071 | -1094967 | -895454 |
Profit Factor | 3.496 | 7.2368 | 1.201 | 1.1576 | 1.4724 | 0.966 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 50 | 46.875 | 53.125 | 50 | 46.875 | 53.125 |
Ratio Avg Win / Avg Loss | 3.496 | 8.2017 | 1.0597 | 1.1576 | 1.6687 | 0.8523 |
Largest Winning Trade | 1078282 | 1078282 | 61727 | 611083 | 611083 | 525208 |
Largest Losing Trade | -52738 | -27747 | -52738 | -735274 | -363966 | -735274 |
Avg Bars in Trades | 112 | 99 | 124 | 112 | 99 | 124 |
Avg Bars in Winners | 145 | 119 | 168 | 145 | 119 | 168 |
Avg Bars in Losers | 78 | 81 | 75 | 78 | 81 | 75 |
Bars Traded | 7173 | 3181 | 3992 | 7173 | 3181 | 3992 |
Profit Streak | 0 | 0 | 70.118 | 0 | 0 | 70.118 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124799 | 684373 | -300760 | -238090 | -38499 | -579847 |
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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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