Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622322.8971 | 596360.3682 | 25962.5289 | 639154.6359 | 944524.7595 | -305370.1236 |
Total P&L (%) | 622.3229 | 596.3604 | 25.9625 | 639.1546 | 944.5248 | -305.3701 |
Avg Daily Profit (%) | 0.337 | 0.323 | 0.0141 | 0.1084 | 0.1271 | 0 |
Buy And Hold Return (%) | 124.658 | 124.658 | 124.658 | 124.658 | 124.658 | 124.658 |
Max Trade Drawdown | -108870 | -68290 | -71191 | -1251555 | -853690 | -685791 |
Profit Factor | 2.2879 | 4.0407 | 1.0904 | 1.1591 | 1.537 | 0.8647 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 35.0877 | 34.4828 | 35.7143 | 35.0877 | 34.4828 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.2327 | 7.6773 | 1.9628 | 2.1444 | 2.9202 | 1.5565 |
Largest Winning Trade | 367596 | 367596 | 73430 | 877830 | 877830 | 405165 |
Largest Losing Trade | -26647 | -19529 | -26647 | -271126 | -236100 | -271126 |
Avg Bars in Trades | 180 | 144 | 218 | 180 | 144 | 218 |
Avg Bars in Winners | 391 | 294 | 488 | 391 | 294 | 488 |
Avg Bars in Losers | 66 | 64 | 69 | 66 | 64 | 69 |
Bars Traded | 10309 | 4179 | 6130 | 10309 | 4179 | 6130 |
Profit Streak | 0 | 0 | 139.9155 | 0 | 0 | 139.9155 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173352 | 308351 | -485811 | -279070 | -26316 | -604040 |
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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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