Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338949.4908 | 288426.3585 | 50523.1323 | 978011.3763 | 1160295.0469 | -182283.6706 |
Total P&L (%) | 338.9495 | 288.4264 | 50.5231 | 978.0114 | 1160.295 | -182.2837 |
Avg Daily Profit (%) | 0.3842 | 0.3269 | 0.0573 | 0.2699 | 0.2876 | 0 |
Buy And Hold Return (%) | 304.6498 | 304.6498 | 304.6498 | 304.6498 | 304.6498 | 304.6498 |
Max Trade Drawdown | -37992 | -27020 | -33666 | -487751 | -191135 | -429264 |
Profit Factor | 2.7926 | 4.0754 | 1.5302 | 1.7968 | 3.8564 | 0.778 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 63.1579 | 58.6207 | 67.8571 | 63.1579 | 58.6207 | 67.8571 |
Ratio Avg Win / Avg Loss | 1.629 | 2.8768 | 0.7248 | 1.0481 | 2.7221 | 0.3685 |
Largest Winning Trade | 102967 | 102967 | 32357 | 483402 | 483402 | 208371 |
Largest Losing Trade | -32166 | -25416 | -32166 | -316926 | -142528 | -316926 |
Avg Bars in Trades | 57 | 76 | 38 | 57 | 76 | 38 |
Avg Bars in Winners | 47 | 54 | 41 | 47 | 54 | 41 |
Avg Bars in Losers | 75 | 107 | 34 | 75 | 107 | 34 |
Bars Traded | 3305 | 2214 | 1091 | 3305 | 2214 | 1091 |
Profit Streak | 7.2309 | 7.2309 | 13.4809 | 7.2309 | 7.2309 | 13.4809 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -292871 | -148210 | -300543 | -168638 | 543407 | -598915 |
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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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