Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006350.9605 | 1134126.7965 | -127775.836 | -59035.9563 | 174240.7848 | -233276.7411 |
Total P&L (%) | 1006.351 | 1134.1268 | -127.7758 | -59.036 | 174.2408 | -233.2767 |
Avg Daily Profit (%) | 0.4259 | 0.48 | -0.0541 | -0.0378 | 0.0427 | 0 |
Buy And Hold Return (%) | 506.8719 | 506.8719 | 506.8719 | 506.8719 | 506.8719 | 506.8719 |
Max Trade Drawdown | -240147 | -190330 | -174602 | -794348 | -426153 | -381034 |
Profit Factor | 2.3829 | 4.158 | 0.6533 | 0.9497 | 1.2994 | 0.6053 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 43.3333 | 48.2759 | 45.7627 | 43.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.8242 | 5.4374 | 0.7 | 1.1255 | 1.6992 | 0.6486 |
Largest Winning Trade | 1008412 | 1008412 | 58684 | 573570 | 573570 | 193504 |
Largest Losing Trade | -58542 | -43694 | -58542 | -347109 | -155395 | -347109 |
Avg Bars in Trades | 234 | 267 | 199 | 234 | 267 | 199 |
Avg Bars in Winners | 274 | 306 | 244 | 274 | 306 | 244 |
Avg Bars in Losers | 200 | 238 | 157 | 200 | 238 | 157 |
Bars Traded | 13818 | 8036 | 5781 | 13818 | 8036 | 5781 |
Profit Streak | 33.0193 | 33.0193 | 76.3527 | 33.0193 | 33.0193 | 76.3527 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172630 | 367330 | -580945 | -759263 | -302552 | -580945 |
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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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