Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440618.0186 | 276355.505 | 164262.5136 | 1772505.683 | 568165.5085 | 1204340.1744 |
Total P&L (%) | 440.618 | 276.3555 | 164.2625 | 1772.5057 | 568.1655 | 1204.3402 |
Avg Daily Profit (%) | 0.3549 | 0.2226 | 0.1323 | 0.2362 | 0.1531 | 0.2071 |
Buy And Hold Return (%) | 102.9442 | 102.9442 | 102.9442 | 102.9442 | 102.9442 | 102.9442 |
Max Trade Drawdown | -52210 | -40443 | -37173 | -1780367 | -1424022 | -1037839 |
Profit Factor | 3.1647 | 3.2828 | 2.9914 | 1.559 | 1.3188 | 1.8674 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 67.2414 | 65.5172 | 68.9655 | 67.2414 | 65.5172 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.5418 | 1.7278 | 1.3461 | 0.7595 | 0.6941 | 0.8403 |
Largest Winning Trade | 113617 | 113617 | 42158 | 1087661 | 1087661 | 432055 |
Largest Losing Trade | -34427 | -33602 | -34427 | -992210 | -992210 | -984972 |
Avg Bars in Trades | 60 | 75 | 45 | 60 | 75 | 45 |
Avg Bars in Winners | 64 | 78 | 51 | 64 | 78 | 51 |
Avg Bars in Losers | 52 | 69 | 33 | 52 | 69 | 33 |
Bars Traded | 3503 | 2180 | 1323 | 3503 | 2180 | 1323 |
Profit Streak | 0 | 83.5414 | 0 | 0 | 83.5414 | 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 | -164245 | 475654 | -18995 | -168917 | 277056 | 405649 |
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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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