Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606985.8477 | 581215.6282 | 25770.2195 | 725106.1171 | 1137774.0004 | -412667.8833 |
Total P&L (%) | 606.9858 | 581.2156 | 25.7702 | 725.1061 | 1137.774 | -412.6679 |
Avg Daily Profit (%) | 0.3361 | 0.3218 | 0.0143 | 0.1169 | 0.1394 | 0 |
Buy And Hold Return (%) | 274.3441 | 274.3441 | 274.3441 | 274.3441 | 274.3441 | 274.3441 |
Max Trade Drawdown | -91081 | -46162 | -98434 | -793677 | -379331 | -1004550 |
Profit Factor | 2.6086 | 5.3999 | 1.1051 | 1.2329 | 2.0916 | 0.8008 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 57.8947 | 65.5172 | 50 | 57.8947 | 65.5172 | 50 |
Ratio Avg Win / Avg Loss | 1.8972 | 2.8421 | 1.1051 | 0.8966 | 1.1009 | 0.8008 |
Largest Winning Trade | 433284 | 433284 | 59392 | 433284 | 433284 | 355546 |
Largest Losing Trade | -44392 | -33772 | -44392 | -419366 | -240632 | -419366 |
Avg Bars in Trades | 61 | 44 | 78 | 61 | 44 | 78 |
Avg Bars in Winners | 73 | 51 | 102 | 73 | 51 | 102 |
Avg Bars in Losers | 45 | 32 | 54 | 45 | 32 | 54 |
Bars Traded | 3494 | 1292 | 2202 | 3494 | 1292 | 2202 |
Profit Streak | 24.3609 | 52.8609 | 0 | 24.3609 | 52.8609 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169228 | 489178 | -465550 | -219849 | -3222 | -601833 |
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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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