Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071065.242 | 992541.7358 | 78523.5062 | -125883.9115 | 12014.5066 | -137898.4181 |
Total P&L (%) | 1071.0652 | 992.5417 | 78.5235 | -125.8839 | 12.0145 | -137.8984 |
Avg Daily Profit (%) | 0.5974 | 0.5536 | 0.0438 | 0 | 0.0063 | 0 |
Buy And Hold Return (%) | 15.0519 | 15.0519 | 15.0519 | 15.0519 | 15.0519 | 15.0519 |
Max Trade Drawdown | -89490 | -88762 | -45876 | -44704 | -7312 | -43024 |
Profit Factor | 3.5584 | 6.4648 | 1.3313 | 0.4405 | 1.2665 | 0.2335 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 14 | 18 | 33 | 19 | 14 |
Losing Trades | 34 | 19 | 15 | 33 | 14 | 19 |
Profitability (%) | 48.4848 | 42.4242 | 54.5455 | 50 | 57.5758 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.7808 | 8.7736 | 1.1094 | 0.4405 | 0.9332 | 0.3169 |
Largest Winning Trade | 1065347 | 1065347 | 62541 | 10301 | 10301 | 8481 |
Largest Losing Trade | -101742 | -28114 | -101742 | -101742 | -18561 | -101742 |
Avg Bars in Trades | 48 | 33 | 62 | 48 | 33 | 62 |
Avg Bars in Winners | 69 | 51 | 82 | 26 | 20 | 34 |
Avg Bars in Losers | 28 | 20 | 38 | 69 | 51 | 83 |
Bars Traded | 3173 | 1111 | 2062 | 3173 | 1111 | 2062 |
Profit Streak | 0 | 0 | 0 | 32.2902 | 32.2902 | 37.7902 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110917 | 598212 | -134763 | -708280 | -350436 | -583203 |
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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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