Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896638.1651 | 904651.2901 | -8013.125 | 173944.9189 | 193432.2465 | -19487.3276 |
Total P&L (%) | 896.6382 | 904.6513 | -8.0131 | 173.9449 | 193.4322 | -19.4873 |
Avg Daily Profit (%) | 0.4828 | 0.4872 | -0.0043 | 0.0543 | 0.058 | -0.0117 |
Buy And Hold Return (%) | 125.6342 | 125.6342 | 125.6342 | 125.6342 | 125.6342 | 125.6342 |
Max Trade Drawdown | -130367 | -79111 | -91255 | -899369 | -577512 | -421020 |
Profit Factor | 2.3762 | 4.816 | 0.9807 | 1.0978 | 1.226 | 0.9789 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 50.7692 | 54.5455 | 46.875 | 50.7692 | 54.5455 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3042 | 4.0134 | 1.1114 | 1.0645 | 1.0217 | 1.1094 |
Largest Winning Trade | 656980 | 656980 | 77504 | 311520 | 311520 | 223281 |
Largest Losing Trade | -67351 | -37519 | -67351 | -423077 | -423077 | -232215 |
Avg Bars in Trades | 111 | 108 | 114 | 111 | 108 | 114 |
Avg Bars in Winners | 172 | 160 | 187 | 172 | 160 | 187 |
Avg Bars in Losers | 48 | 45 | 50 | 48 | 45 | 50 |
Bars Traded | 7247 | 3578 | 3669 | 7247 | 3578 | 3669 |
Profit Streak | 0 | 0 | 166.6008 | 0 | 0 | 166.6008 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120918 | 673795 | -579004 | -415424 | -125254 | -579004 |
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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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