Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073751.3406 | 1075496.494 | -1745.1534 | 622624.0981 | 590645.1571 | 31978.941 |
Total P&L (%) | 1073.7513 | 1075.4965 | -1.7452 | 622.6241 | 590.6452 | 31.9789 |
Avg Daily Profit (%) | 0.5908 | 0.5917 | -0.001 | 0.1089 | 0.1064 | 0.0153 |
Buy And Hold Return (%) | 621.1059 | 621.1059 | 621.1059 | 621.1059 | 621.1059 | 621.1059 |
Max Trade Drawdown | -113713 | -113940 | -17995 | -1202156 | -1210514 | -119908 |
Profit Factor | 4.3196 | 4.6892 | 0.9454 | 1.2576 | 1.2625 | 1.1911 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Profitability (%) | 52.381 | 61.2903 | 43.75 | 52.381 | 61.2903 | 43.75 |
Ratio Avg Win / Avg Loss | 3.9269 | 2.9616 | 1.2155 | 1.1432 | 0.7974 | 1.5314 |
Largest Winning Trade | 895343 | 895343 | 9963 | 896233 | 896233 | 108317 |
Largest Losing Trade | -77008 | -77008 | -4608 | -1061789 | -1061789 | -52861 |
Avg Bars in Trades | 114 | 231 | 1 | 114 | 231 | 1 |
Avg Bars in Winners | 111 | 192 | 1 | 111 | 192 | 1 |
Avg Bars in Losers | 118 | 292 | 1 | 118 | 292 | 1 |
Bars Traded | 7221 | 7169 | 52 | 7221 | 7169 | 52 |
Profit Streak | 0 | 101.1099 | 0 | 0 | 101.1099 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140714 | 441313 | -581018 | -363106 | -216154 | -349653 |
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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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