Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185213.3524 | 1182970.0814 | 2243.271 | 730862.1983 | 1321690.366 | -590828.1677 |
Total P&L (%) | 1185.2134 | 1182.9701 | 2.2433 | 730.8622 | 1321.6904 | -590.8282 |
Avg Daily Profit (%) | 0.6417 | 0.6405 | 0.0012 | 0.1147 | 0.1438 | 0 |
Buy And Hold Return (%) | 501.9862 | 501.9862 | 501.9862 | 501.9862 | 501.9862 | 501.9862 |
Max Trade Drawdown | -184720 | -103788 | -136430 | -719978 | -370138 | -712685 |
Profit Factor | 3.2109 | 6.027 | 1.0075 | 1.352 | 3.0119 | 0.5838 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.11 | 8.5382 | 1.1625 | 1.7305 | 4.2669 | 0.6736 |
Largest Winning Trade | 544025 | 544025 | 67310 | 759063 | 759063 | 192489 |
Largest Losing Trade | -65280 | -43276 | -65280 | -357972 | -239781 | -357972 |
Avg Bars in Trades | 93 | 98 | 88 | 93 | 98 | 88 |
Avg Bars in Winners | 130 | 137 | 124 | 130 | 137 | 124 |
Avg Bars in Losers | 64 | 70 | 57 | 64 | 70 | 57 |
Bars Traded | 5325 | 2848 | 2477 | 5325 | 2848 | 2477 |
Profit Streak | 32.8798 | 349.8798 | 0 | 32.8798 | 349.8798 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167878 | 496602 | -591730 | -243220 | -339 | -603222 |
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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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