Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788367.0799 | 741127.5189 | 47239.561 | 817290.5642 | 1044676.344 | -227385.7798 |
Total P&L (%) | 788.3671 | 741.1275 | 47.2396 | 817.2906 | 1044.6763 | -227.3858 |
Avg Daily Profit (%) | 0.436 | 0.4098 | 0.0261 | 0.1226 | 0.1349 | 0 |
Buy And Hold Return (%) | 156.449 | 156.449 | 156.449 | 156.449 | 156.449 | 156.449 |
Max Trade Drawdown | -160805 | -108912 | -102354 | -7466493 | -6195614 | -4354406 |
Profit Factor | 2.6914 | 3.4929 | 1.2798 | 1.0495 | 1.0961 | 0.9597 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 44.4444 | 48.3871 | 40.625 | 44.4444 | 48.3871 | 40.625 |
Ratio Avg Win / Avg Loss | 3.3643 | 3.7258 | 1.8705 | 1.3118 | 1.1691 | 1.4027 |
Largest Winning Trade | 451061 | 451061 | 68306 | 3129649 | 3129649 | 1953282 |
Largest Losing Trade | -44885 | -44885 | -34789 | -3408472 | -3408472 | -1866569 |
Avg Bars in Trades | 82 | 125 | 40 | 82 | 125 | 40 |
Avg Bars in Winners | 113 | 172 | 45 | 113 | 172 | 45 |
Avg Bars in Losers | 57 | 80 | 37 | 57 | 80 | 37 |
Bars Traded | 5177 | 3883 | 1294 | 5177 | 3883 | 1294 |
Profit Streak | 0 | 105.291 | 0 | 0 | 105.291 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139556 | 548510 | -326359 | -349604 | -127316 | -582789 |
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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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