Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758845.2089 | 853217.3633 | -94372.1544 | -32104.4599 | 683334.3685 | -715438.8284 |
Total P&L (%) | 758.8452 | 853.2174 | -94.3722 | -32.1045 | 683.3344 | -715.4388 |
Avg Daily Profit (%) | 0.3642 | 0.4095 | -0.0453 | -0.0186 | 0.0989 | 0 |
Buy And Hold Return (%) | 95.1531 | 95.1531 | 95.1531 | 95.1531 | 95.1531 | 95.1531 |
Max Trade Drawdown | -158495 | -124532 | -101041 | -2075525 | -1964914 | -764792 |
Profit Factor | 2.2151 | 3.0782 | 0.5589 | 0.9921 | 1.2329 | 0.3704 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 52.5424 | 58.6207 | 46.6667 | 52.5424 | 58.6207 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0008 | 2.1728 | 0.6387 | 0.8961 | 0.8703 | 0.4233 |
Largest Winning Trade | 355634 | 355634 | 36683 | 1467771 | 1467771 | 110767 |
Largest Losing Trade | -84272 | -84272 | -39271 | -1801300 | -1801300 | -738496 |
Avg Bars in Trades | 387 | 748 | 38 | 387 | 748 | 38 |
Avg Bars in Winners | 223 | 378 | 36 | 223 | 378 | 36 |
Avg Bars in Losers | 568 | 1272 | 40 | 568 | 1272 | 40 |
Bars Traded | 22860 | 21699 | 1161 | 22860 | 21699 | 1161 |
Profit Streak | 160.3566 | 160.3566 | 307.7733 | 160.3566 | 160.3566 | 307.7733 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164160 | 624588 | -581154 | -758595 | -60939 | -581154 |
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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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