Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303654.0591 | 1266464.107 | 37189.9521 | 327438.8365 | 468996.1453 | -141557.3089 |
Total P&L (%) | 1303.6541 | 1266.4641 | 37.19 | 327.4388 | 468.9961 | -141.5573 |
Avg Daily Profit (%) | 0.7012 | 0.6812 | 0.02 | 0.0782 | 0.0936 | 0 |
Buy And Hold Return (%) | 63.0673 | 63.0673 | 63.0673 | 63.0673 | 63.0673 | 63.0673 |
Max Trade Drawdown | -111799 | -102247 | -77990 | -687987 | -600528 | -517972 |
Profit Factor | 3.2374 | 5.48 | 1.124 | 1.1209 | 1.3582 | 0.8988 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 38.2716 | 34.1463 | 42.5 | 38.2716 | 34.1463 | 42.5 |
Ratio Avg Win / Avg Loss | 5.2216 | 10.5685 | 1.5207 | 1.808 | 2.6194 | 1.216 |
Largest Winning Trade | 1224089 | 1224089 | 64479 | 745347 | 745347 | 285951 |
Largest Losing Trade | -36774 | -27369 | -36774 | -228646 | -228646 | -189531 |
Avg Bars in Trades | 265 | 239 | 292 | 265 | 239 | 292 |
Avg Bars in Winners | 424 | 373 | 467 | 424 | 373 | 467 |
Avg Bars in Losers | 167 | 169 | 164 | 167 | 169 | 164 |
Bars Traded | 21522 | 9805 | 11717 | 21522 | 9805 | 11717 |
Profit Streak | 0 | 0 | 52.5656 | 0 | 0 | 52.5656 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2328 | 510055 | -417280 | -197018 | -72626 | -581436 |
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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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