Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610418.6684 | 592701.3536 | 17717.3149 | 254995.4805 | 297439.8693 | -42444.3888 |
Total P&L (%) | 610.4187 | 592.7014 | 17.7173 | 254.9955 | 297.4399 | -42.4444 |
Avg Daily Profit (%) | 0.3327 | 0.3231 | 0.0097 | 0.0691 | 0.0752 | -0.0301 |
Buy And Hold Return (%) | 210.063 | 210.063 | 210.063 | 210.063 | 210.063 | 210.063 |
Max Trade Drawdown | -93611 | -103626 | -61165 | -531878 | -457087 | -192135 |
Profit Factor | 2.8099 | 3.8275 | 1.1388 | 1.2063 | 1.3821 | 0.9072 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 42.1053 | 44.8276 | 39.2857 | 42.1053 | 44.8276 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.8636 | 4.7108 | 1.76 | 1.6587 | 1.701 | 1.4021 |
Largest Winning Trade | 592065 | 592065 | 51029 | 592065 | 592065 | 146380 |
Largest Losing Trade | -36057 | -36057 | -16345 | -210942 | -210942 | -74207 |
Avg Bars in Trades | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Winners | 138 | 145 | 129 | 138 | 145 | 129 |
Avg Bars in Losers | 59 | 48 | 68 | 59 | 48 | 68 |
Bars Traded | 5267 | 2673 | 2594 | 5267 | 2673 | 2594 |
Profit Streak | 0 | 0 | 446.6788 | 0 | 0 | 446.6788 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171229 | 384778 | -436313 | -381879 | -129227 | -602977 |
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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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