Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521230.4644 | 505282.508 | 15947.9564 | 360205.0273 | 438655.6598 | -78450.6325 |
Total P&L (%) | 521.2305 | 505.2825 | 15.948 | 360.205 | 438.6557 | -78.4506 |
Avg Daily Profit (%) | 0.5842 | 0.5664 | 0.0179 | 0.1712 | 0.1889 | -0.1719 |
Buy And Hold Return (%) | 154.1859 | 154.1859 | 154.1859 | 154.1859 | 154.1859 | 154.1859 |
Max Trade Drawdown | -84796 | -59320 | -35660 | -291351 | -268384 | -145598 |
Profit Factor | 2.9629 | 3.667 | 1.2096 | 1.454 | 1.7691 | 0.6484 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.0984 | 50 | 58.0645 | 54.0984 | 50 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.5139 | 3.667 | 0.8736 | 1.2337 | 1.7691 | 0.4683 |
Largest Winning Trade | 334653 | 334653 | 15031 | 558659 | 558659 | 22378 |
Largest Losing Trade | -36514 | -36514 | -24543 | -268384 | -268384 | -53956 |
Avg Bars in Trades | 168 | 310 | 30 | 168 | 310 | 30 |
Avg Bars in Winners | 219 | 443 | 33 | 219 | 443 | 33 |
Avg Bars in Losers | 107 | 177 | 26 | 107 | 177 | 26 |
Bars Traded | 10268 | 9321 | 947 | 10268 | 9321 | 947 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151261 | 542665 | -335880 | -161716 | 273042 | -579772 |
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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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