Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984046.2251 | 974070.22 | 9976.0051 | 637539.1974 | 1065143.427 | -427604.2297 |
Total P&L (%) | 984.0462 | 974.0702 | 9.976 | 637.5392 | 1065.1434 | -427.6042 |
Avg Daily Profit (%) | 0.5485 | 0.543 | 0.0056 | 0.1114 | 0.137 | 0 |
Buy And Hold Return (%) | 377.5835 | 377.5835 | 377.5835 | 377.5835 | 377.5835 | 377.5835 |
Max Trade Drawdown | -195116 | -158712 | -40469 | -49134529 | -47930590 | -2448617 |
Profit Factor | 3.2358 | 3.8924 | 1.0965 | 1.0114 | 1.0208 | 0.9138 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.8183 | 2.7476 | 1.1748 | 0.8809 | 0.7206 | 0.9791 |
Largest Winning Trade | 491493 | 491493 | 19928 | 18781704 | 18781704 | 2783575 |
Largest Losing Trade | -88628 | -88628 | -15983 | -26345330 | -26345330 | -1307856 |
Avg Bars in Trades | 350 | 673 | 27 | 350 | 673 | 27 |
Avg Bars in Winners | 248 | 435 | 21 | 248 | 435 | 21 |
Avg Bars in Losers | 467 | 1010 | 33 | 467 | 1010 | 33 |
Bars Traded | 20343 | 19536 | 807 | 20343 | 19536 | 807 |
Profit Streak | 0 | 157.2293 | 0 | 0 | 157.2293 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165312 | 579817 | -465970 | -441516 | -210695 | -581225 |
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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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