Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901906.6543 | 924524.0289 | -22617.3746 | -69526.363 | 559057.0114 | -628583.3744 |
Total P&L (%) | 901.9067 | 924.524 | -22.6174 | -69.5264 | 559.057 | -628.5834 |
Avg Daily Profit (%) | 0.4809 | 0.4929 | -0.0121 | -0.0633 | 0.1006 | 0 |
Buy And Hold Return (%) | 253.2913 | 253.2913 | 253.2913 | 253.2913 | 253.2913 | 253.2913 |
Max Trade Drawdown | -103025 | -72665 | -97398 | -2017873 | -1046536 | -1921625 |
Profit Factor | 2.6671 | 5.2791 | 0.9304 | 0.9822 | 1.3617 | 0.7342 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 49.2308 | 53.125 | 45.4545 | 49.2308 | 53.125 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.7505 | 4.658 | 1.1165 | 1.0129 | 1.2015 | 0.8811 |
Largest Winning Trade | 679042 | 679042 | 60304 | 1135994 | 1135994 | 595882 |
Largest Losing Trade | -97398 | -25205 | -97398 | -1918090 | -416438 | -1918090 |
Avg Bars in Trades | 112 | 98 | 125 | 112 | 98 | 125 |
Avg Bars in Winners | 123 | 89 | 160 | 123 | 89 | 160 |
Avg Bars in Losers | 101 | 108 | 96 | 101 | 108 | 96 |
Bars Traded | 7296 | 3149 | 4147 | 7296 | 3149 | 4147 |
Profit Streak | 0 | 46.0548 | 0 | 0 | 46.0548 | 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 | -123385 | 609767 | -580903 | -715410 | -62384 | -582570 |
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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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