Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330652.4298 | 315182.0946 | 15470.3353 | 91806.4971 | 82485.084 | 9321.4131 |
Total P&L (%) | 330.6524 | 315.1821 | 15.4703 | 91.8065 | 82.4851 | 9.3214 |
Avg Daily Profit (%) | 0.3174 | 0.3026 | 0.0149 | 0.0625 | 0.0578 | 0.0086 |
Buy And Hold Return (%) | 15.9528 | 15.9528 | 15.9528 | 15.9528 | 15.9528 | 15.9528 |
Max Trade Drawdown | -84793 | -83014 | -7341 | -127451 | -130841 | -9938 |
Profit Factor | 2.2512 | 2.2997 | 1.7106 | 1.256 | 1.2502 | 1.3221 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 37.931 | 46.6667 | 42.3729 | 37.931 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.0616 | 3.7632 | 1.9549 | 1.7081 | 2.0457 | 1.511 |
Largest Winning Trade | 324975 | 324975 | 5671 | 183097 | 183097 | 9020 |
Largest Losing Trade | -48908 | -48908 | -3296 | -73160 | -73160 | -5482 |
Avg Bars in Trades | 398 | 801 | 9 | 398 | 801 | 9 |
Avg Bars in Winners | 518 | 1164 | 11 | 518 | 1164 | 11 |
Avg Bars in Losers | 310 | 578 | 8 | 310 | 578 | 8 |
Bars Traded | 23523 | 23230 | 293 | 23523 | 23230 | 293 |
Profit Streak | 0 | 88.2989 | 0 | 0 | 88.2989 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169556 | 312706 | -336329 | -291781 | -120312 | -346911 |
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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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