Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822847.6422 | 769811.4939 | 53036.1483 | 790753.4886 | 836846.4798 | -46092.9912 |
Total P&L (%) | 822.8476 | 769.8115 | 53.0361 | 790.7535 | 836.8465 | -46.093 |
Avg Daily Profit (%) | 0.4474 | 0.4186 | 0.0288 | 0.119 | 0.1217 | -0.0336 |
Buy And Hold Return (%) | 150.809 | 150.809 | 150.809 | 150.809 | 150.809 | 150.809 |
Max Trade Drawdown | -103417 | -65138 | -51557 | -612397 | -380394 | -591084 |
Profit Factor | 2.8513 | 4.67 | 1.226 | 1.282 | 1.7141 | 0.9718 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 42.3729 | 43.3333 | 41.3793 | 42.3729 | 43.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.8778 | 6.1069 | 1.7368 | 1.7435 | 2.2416 | 1.3767 |
Largest Winning Trade | 670419 | 670419 | 53815 | 501338 | 387143 | 501338 |
Largest Losing Trade | -30585 | -24795 | -30585 | -327786 | -245571 | -327786 |
Avg Bars in Trades | 178 | 171 | 184 | 178 | 171 | 184 |
Avg Bars in Winners | 287 | 260 | 316 | 287 | 260 | 316 |
Avg Bars in Losers | 97 | 104 | 91 | 97 | 104 | 91 |
Bars Traded | 10505 | 5155 | 5350 | 10505 | 5155 | 5350 |
Profit Streak | 80.7757 | 175.7757 | 0 | 80.7757 | 175.7757 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167341 | 536783 | -322799 | -215747 | -29094 | -582518 |
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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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