Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708411.3326 | 692697.9743 | 15713.3584 | 451425.4096 | 1127534.87 | -676109.4603 |
Total P&L (%) | 708.4113 | 692.698 | 15.7134 | 451.4254 | 1127.5349 | -676.1095 |
Avg Daily Profit (%) | 0.3811 | 0.3726 | 0.0085 | 0.0919 | 0.135 | 0 |
Buy And Hold Return (%) | 124.4936 | 124.4936 | 124.4936 | 124.4936 | 124.4936 | 124.4936 |
Max Trade Drawdown | -143396 | -67720 | -111634 | -1638362 | -1137004 | -905891 |
Profit Factor | 2.299 | 4.2909 | 1.0469 | 1.1277 | 1.6328 | 0.6145 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 52.5424 | 50 | 55.1724 | 52.5424 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.0765 | 4.2909 | 0.8506 | 1.0186 | 1.6328 | 0.4992 |
Largest Winning Trade | 347058 | 347058 | 76378 | 850745 | 850745 | 232373 |
Largest Losing Trade | -66899 | -39837 | -66899 | -611558 | -611558 | -357181 |
Avg Bars in Trades | 91 | 97 | 86 | 91 | 97 | 86 |
Avg Bars in Winners | 132 | 153 | 113 | 132 | 153 | 113 |
Avg Bars in Losers | 46 | 41 | 52 | 46 | 41 | 52 |
Bars Traded | 5412 | 2918 | 2494 | 5412 | 2918 | 2494 |
Profit Streak | 0 | 0 | 79.0158 | 0 | 0 | 79.0158 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166080 | 568200 | -516312 | -332097 | -9372 | -579199 |
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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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