Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566062.4312 | 564920.8857 | 1141.5455 | 215543.9907 | 295373.1119 | -79829.1211 |
Total P&L (%) | 566.0624 | 564.9209 | 1.1415 | 215.544 | 295.3731 | -79.8291 |
Avg Daily Profit (%) | 0.3011 | 0.3005 | 0.0006 | 0.0611 | 0.0731 | -0.0851 |
Buy And Hold Return (%) | 222.3439 | 222.3439 | 222.3439 | 222.3439 | 222.3439 | 222.3439 |
Max Trade Drawdown | -102259 | -91131 | -84206 | -597677 | -486636 | -347584 |
Profit Factor | 2.445 | 4.4144 | 1.005 | 1.1104 | 1.3457 | 0.9273 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 50 | 51.5152 | 50.7692 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.371 | 4.4144 | 0.9459 | 1.0767 | 1.3457 | 0.8728 |
Largest Winning Trade | 502947 | 502947 | 39104 | 537997 | 537997 | 172090 |
Largest Losing Trade | -29083 | -23002 | -29083 | -163983 | -163983 | -159647 |
Avg Bars in Trades | 53 | 68 | 38 | 53 | 68 | 38 |
Avg Bars in Winners | 79 | 107 | 53 | 79 | 107 | 53 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 3469 | 2207 | 1262 | 3469 | 2207 | 1262 |
Profit Streak | 0 | 179.6914 | 0 | 0 | 179.6914 | 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 | -125853 | 478628 | -574247 | -512089 | -157954 | -580606 |
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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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