Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611781.9737 | 562387.9147 | 49394.059 | 436625.7545 | 1065700.6123 | -629074.8578 |
Total P&L (%) | 611.782 | 562.3879 | 49.3941 | 436.6258 | 1065.7006 | -629.0749 |
Avg Daily Profit (%) | 0.2598 | 0.2388 | 0.021 | 0.0714 | 0.1043 | 0 |
Buy And Hold Return (%) | 44.9862 | 44.9862 | 44.9862 | 44.9862 | 44.9862 | 44.9862 |
Max Trade Drawdown | -137782 | -119334 | -38570 | -4470235 | -3530484 | -982850 |
Profit Factor | 2.3626 | 2.9431 | 1.3096 | 1.0557 | 1.191 | 0.7223 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 52.6316 | 48.2759 | 57.1429 | 52.6316 | 48.2759 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.1263 | 3.1533 | 0.9822 | 0.9501 | 1.2761 | 0.5417 |
Largest Winning Trade | 327404 | 327404 | 31788 | 3346178 | 3346178 | 301102 |
Largest Losing Trade | -58101 | -58101 | -36053 | -1977253 | -1977253 | -720718 |
Avg Bars in Trades | 77 | 99 | 56 | 77 | 99 | 56 |
Avg Bars in Winners | 95 | 136 | 58 | 95 | 136 | 58 |
Avg Bars in Losers | 58 | 64 | 52 | 58 | 64 | 52 |
Bars Traded | 4445 | 2875 | 1570 | 4445 | 2875 | 1570 |
Profit Streak | 33.2461 | 33.2461 | 75.2461 | 33.2461 | 33.2461 | 75.2461 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165115 | 496983 | -321230 | -436773 | -63851 | -600349 |
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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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