Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905793.8057 | 861319.5756 | 44474.2301 | 177782.6505 | 214774.6932 | -36992.0427 |
Total P&L (%) | 905.7938 | 861.3196 | 44.4742 | 177.7827 | 214.7747 | -36.992 |
Avg Daily Profit (%) | 0.4737 | 0.4505 | 0.0233 | 0.0534 | 0.06 | -0.0242 |
Buy And Hold Return (%) | 27.3492 | 27.3492 | 27.3492 | 27.3492 | 27.3492 | 27.3492 |
Max Trade Drawdown | -171606 | -146313 | -92249 | -893532 | -774795 | -408640 |
Profit Factor | 3.244 | 4.885 | 1.2444 | 1.0795 | 1.1787 | 0.9642 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 40 | 30.303 | 50 | 40 | 30.303 | 50 |
Ratio Avg Win / Avg Loss | 4.866 | 11.2355 | 1.2444 | 1.6193 | 2.711 | 0.9642 |
Largest Winning Trade | 943370 | 943370 | 48750 | 943370 | 943370 | 187872 |
Largest Losing Trade | -25012 | -25012 | -21372 | -181298 | -181298 | -177680 |
Avg Bars in Trades | 78 | 55 | 102 | 78 | 55 | 102 |
Avg Bars in Winners | 124 | 100 | 140 | 124 | 100 | 140 |
Avg Bars in Losers | 48 | 36 | 65 | 48 | 36 | 65 |
Bars Traded | 5130 | 1839 | 3291 | 5130 | 1839 | 3291 |
Profit Streak | 0 | 0 | 70.4529 | 0 | 0 | 70.4529 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123588 | 367361 | -170492 | -393970 | -143352 | -579842 |
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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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