Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672630.1907 | 698731.5553 | -26101.3645 | 254023.6606 | 662273.9412 | -408250.2806 |
Total P&L (%) | 672.6302 | 698.7316 | -26.1014 | 254.0237 | 662.2739 | -408.2503 |
Avg Daily Profit (%) | 0.3088 | 0.3208 | -0.012 | 0.0581 | 0.0933 | 0 |
Buy And Hold Return (%) | 296.5351 | 296.5351 | 296.5351 | 296.5351 | 296.5351 | 296.5351 |
Max Trade Drawdown | -120870 | -87391 | -93507 | -1446569 | -838451 | -819236 |
Profit Factor | 2.4691 | 4.4395 | 0.8975 | 1.0809 | 1.4447 | 0.7525 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 42.1053 | 41.3793 | 42.8571 | 42.1053 | 41.3793 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.395 | 6.2893 | 1.1967 | 1.4863 | 2.0466 | 1.0033 |
Largest Winning Trade | 342363 | 342363 | 80699 | 1099999 | 1099999 | 300613 |
Largest Losing Trade | -50765 | -31760 | -50765 | -759751 | -301026 | -759751 |
Avg Bars in Trades | 71 | 65 | 76 | 71 | 65 | 76 |
Avg Bars in Winners | 112 | 111 | 113 | 112 | 111 | 113 |
Avg Bars in Losers | 41 | 33 | 49 | 41 | 33 | 49 |
Bars Traded | 4061 | 1907 | 2154 | 4061 | 1907 | 2154 |
Profit Streak | 0 | 0 | 89.5188 | 0 | 0 | 89.5188 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173996 | 307197 | -602385 | -595234 | -74651 | -602385 |
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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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