Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830892.7142 | 750946.8641 | 79945.8502 | 836720.855 | 694363.3773 | 142357.4777 |
Total P&L (%) | 830.8927 | 750.9469 | 79.9459 | 836.7209 | 694.3634 | 142.3575 |
Avg Daily Profit (%) | 0.4489 | 0.4057 | 0.0432 | 0.1209 | 0.112 | 0.0478 |
Buy And Hold Return (%) | 70.5288 | 70.5288 | 70.5288 | 70.5288 | 70.5288 | 70.5288 |
Max Trade Drawdown | -131771 | -166790 | -65478 | -1964385 | -2168158 | -747405 |
Profit Factor | 2.9558 | 3.473 | 1.6598 | 1.1701 | 1.1948 | 1.1052 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 54.0984 | 48.3871 | 60 | 54.0984 | 48.3871 | 60 |
Ratio Avg Win / Avg Loss | 2.508 | 3.7046 | 1.1065 | 0.9928 | 1.2744 | 0.7368 |
Largest Winning Trade | 466653 | 466653 | 37370 | 1664918 | 1664918 | 277123 |
Largest Losing Trade | -54058 | -54058 | -32747 | -1261493 | -1261493 | -350379 |
Avg Bars in Trades | 86 | 125 | 46 | 86 | 125 | 46 |
Avg Bars in Winners | 75 | 110 | 46 | 75 | 110 | 46 |
Avg Bars in Losers | 99 | 139 | 47 | 99 | 139 | 47 |
Bars Traded | 5281 | 3883 | 1398 | 5281 | 3883 | 1398 |
Profit Streak | 0 | 0 | 68.6225 | 0 | 0 | 68.6225 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149658 | 567776 | -255616 | -231652 | -49965 | -240445 |
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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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