Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027828.9967 | 1045254.3031 | -17425.3064 | 145736.1882 | 129932.6365 | 15803.5518 |
Total P&L (%) | 1027.829 | 1045.2543 | -17.4253 | 145.7362 | 129.9326 | 15.8036 |
Avg Daily Profit (%) | 0.5523 | 0.5617 | -0.0094 | 0.0483 | 0.0448 | 0.0079 |
Buy And Hold Return (%) | 104.4683 | 104.4683 | 104.4683 | 104.4683 | 104.4683 | 104.4683 |
Max Trade Drawdown | -135350 | -52322 | -128554 | -582165 | -307999 | -391357 |
Profit Factor | 2.7376 | 5.4522 | 0.9512 | 1.0705 | 1.1373 | 1.0141 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 47.4576 | 43.3333 | 51.7241 | 47.4576 | 43.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.0309 | 7.1299 | 0.8877 | 1.1852 | 1.4872 | 0.9465 |
Largest Winning Trade | 926032 | 926032 | 75697 | 312988 | 312988 | 257882 |
Largest Losing Trade | -53007 | -35683 | -53007 | -232754 | -232754 | -177874 |
Avg Bars in Trades | 122 | 116 | 128 | 122 | 116 | 128 |
Avg Bars in Winners | 184 | 180 | 187 | 184 | 180 | 187 |
Avg Bars in Losers | 66 | 67 | 65 | 66 | 67 | 65 |
Bars Traded | 7236 | 3501 | 3735 | 7236 | 3501 | 3735 |
Profit Streak | 0 | 0 | 168.8837 | 0 | 0 | 168.8837 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164215 | 598154 | -579642 | -494676 | -295261 | -553598 |
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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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