Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518384.269 | 533827.1866 | -15442.9176 | 118423.0417 | 337446.079 | -219023.0373 |
Total P&L (%) | 518.3843 | 533.8272 | -15.4429 | 118.423 | 337.4461 | -219.023 |
Avg Daily Profit (%) | 0.2071 | 0.2133 | -0.0062 | 0.0312 | 0.059 | 0 |
Buy And Hold Return (%) | 220.4628 | 220.4628 | 220.4628 | 220.4628 | 220.4628 | 220.4628 |
Max Trade Drawdown | -106245 | -90885 | -59652 | -956066 | -940993 | -426790 |
Profit Factor | 2.1072 | 2.7866 | 0.9088 | 1.0519 | 1.229 | 0.7284 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 48.2759 | 50 | 49.1525 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 2.1799 | 2.9856 | 0.9088 | 1.0882 | 1.3168 | 0.7284 |
Largest Winning Trade | 394073 | 394073 | 22507 | 766910 | 766910 | 157155 |
Largest Losing Trade | -52998 | -52998 | -44386 | -546986 | -546986 | -426790 |
Avg Bars in Trades | 77 | 139 | 18 | 77 | 139 | 18 |
Avg Bars in Winners | 58 | 98 | 20 | 58 | 98 | 20 |
Avg Bars in Losers | 96 | 178 | 15 | 96 | 178 | 15 |
Bars Traded | 4594 | 4053 | 541 | 4594 | 4053 | 541 |
Profit Streak | 138.4447 | 138.4447 | 149.9447 | 138.4447 | 138.4447 | 149.9447 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170919 | 332439 | -579584 | -658828 | -124692 | -579584 |
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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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