Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790102.0136 | 782916.7066 | 7185.307 | 307533.2275 | -157792.8803 | 465326.1077 |
Total P&L (%) | 790.102 | 782.9167 | 7.1853 | 307.5332 | -157.7929 | 465.3261 |
Avg Daily Profit (%) | 0.419 | 0.4152 | 0.0038 | 0.0745 | 0 | 0.0919 |
Buy And Hold Return (%) | 305.0737 | 305.0737 | 305.0737 | 305.0737 | 305.0737 | 305.0737 |
Max Trade Drawdown | -119954 | -78942 | -69989 | -1837396 | -1459001 | -1120854 |
Profit Factor | 2.8752 | 5.5987 | 1.0286 | 1.0612 | 0.935 | 1.179 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 43.8596 | 37.931 | 50 | 43.8596 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 3.6802 | 9.1615 | 1.0286 | 1.3583 | 1.53 | 1.179 |
Largest Winning Trade | 567556 | 567556 | 62474 | 986862 | 986862 | 713026 |
Largest Losing Trade | -62129 | -22644 | -62129 | -969962 | -496929 | -969962 |
Avg Bars in Trades | 62 | 48 | 76 | 62 | 48 | 76 |
Avg Bars in Winners | 95 | 79 | 107 | 95 | 79 | 107 |
Avg Bars in Losers | 36 | 29 | 45 | 36 | 29 | 45 |
Bars Traded | 3550 | 1415 | 2135 | 3550 | 1415 | 2135 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169964 | 355179 | -563608 | -591817 | -582748 | -125041 |
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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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