Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787102.8798 | 729993.4245 | 57109.4553 | 1492564.191 | 2514605.501 | -1022041.31 |
Total P&L (%) | 787.1029 | 729.9934 | 57.1095 | 1492.5642 | 2514.6055 | -1022.0413 |
Avg Daily Profit (%) | 0.4341 | 0.4026 | 0.0315 | 0.1528 | 0.1802 | 0 |
Buy And Hold Return (%) | 207.7637 | 207.7637 | 207.7637 | 207.7637 | 207.7637 | 207.7637 |
Max Trade Drawdown | -98531 | -66701 | -49632 | -4127929 | -2559854 | -1675415 |
Profit Factor | 2.8505 | 4.5372 | 1.2608 | 1.178 | 1.6572 | 0.7758 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 37.2881 | 34.4828 | 40 | 37.2881 | 34.4828 | 40 |
Ratio Avg Win / Avg Loss | 4.7941 | 8.6207 | 1.8912 | 1.9812 | 3.1486 | 1.1637 |
Largest Winning Trade | 371137 | 371137 | 67345 | 2416607 | 2416607 | 1464109 |
Largest Losing Trade | -42274 | -42274 | -28672 | -1640208 | -786523 | -1640208 |
Avg Bars in Trades | 176 | 163 | 188 | 176 | 163 | 188 |
Avg Bars in Winners | 336 | 328 | 342 | 336 | 328 | 342 |
Avg Bars in Losers | 81 | 76 | 86 | 81 | 76 | 86 |
Bars Traded | 10403 | 4742 | 5661 | 10403 | 4742 | 5661 |
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 | -171650 | 305321 | -319564 | -200686 | 177026 | -583047 |
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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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