Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829037.6364 | 818018.8319 | 11018.8045 | 405495.3763 | -200002.7705 | 605498.1469 |
Total P&L (%) | 829.0376 | 818.0188 | 11.0188 | 405.4954 | -200.0028 | 605.4981 |
Avg Daily Profit (%) | 0.4419 | 0.436 | 0.0059 | 0.0864 | 0 | 0.1042 |
Buy And Hold Return (%) | 251.9089 | 251.9089 | 251.9089 | 251.9089 | 251.9089 | 251.9089 |
Max Trade Drawdown | -100980 | -73473 | -67890 | -1918719 | -1671937 | -1119075 |
Profit Factor | 3.0202 | 6.168 | 1.0437 | 1.073 | 0.9246 | 1.2087 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.9867 | 10.0931 | 1.1183 | 1.4164 | 1.513 | 1.2951 |
Largest Winning Trade | 567556 | 567556 | 63488 | 1151163 | 1151163 | 905626 |
Largest Losing Trade | -62129 | -22644 | -62129 | -1007375 | -548949 | -1007375 |
Avg Bars in Trades | 60 | 48 | 73 | 60 | 48 | 73 |
Avg Bars in Winners | 93 | 79 | 104 | 93 | 79 | 104 |
Avg Bars in Losers | 35 | 29 | 43 | 35 | 29 | 43 |
Bars Traded | 3514 | 1396 | 2118 | 3514 | 1396 | 2118 |
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 | -169159 | 393970 | -523921 | -409487 | -582748 | -58856 |
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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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