Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000993.1133 | 1051761.4234 | -50768.3101 | 16995.6632 | 784939.3397 | -767943.6765 |
Total P&L (%) | 1000.9931 | 1051.7614 | -50.7683 | 16.9957 | 784.9393 | -767.9437 |
Avg Daily Profit (%) | 0.5394 | 0.5668 | -0.0274 | 0.0085 | 0.1176 | 0 |
Buy And Hold Return (%) | 129.6339 | 129.6339 | 129.6339 | 129.6339 | 129.6339 | 129.6339 |
Max Trade Drawdown | -146197 | -65303 | -185761 | -927242 | -315231 | -833256 |
Profit Factor | 2.5261 | 6.3744 | 0.8897 | 1.0075 | 2.3665 | 0.5494 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 51.6129 | 50 | 50.7937 | 51.6129 | 50 |
Ratio Avg Win / Avg Loss | 2.4472 | 5.976 | 0.8897 | 0.976 | 2.2186 | 0.5494 |
Largest Winning Trade | 905470 | 905470 | 75152 | 530259 | 530259 | 254761 |
Largest Losing Trade | -70482 | -37238 | -70482 | -508553 | -179975 | -508553 |
Avg Bars in Trades | 86 | 85 | 87 | 86 | 85 | 87 |
Avg Bars in Winners | 100 | 82 | 117 | 100 | 82 | 117 |
Avg Bars in Losers | 71 | 88 | 56 | 71 | 88 | 56 |
Bars Traded | 5435 | 2650 | 2785 | 5435 | 2650 | 2785 |
Profit Streak | 52.3787 | 52.3787 | 154.3787 | 52.3787 | 52.3787 | 154.3787 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133732 | 735604 | -579458 | -710781 | -31024 | -579458 |
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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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