Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865974.4557 | 871233.5515 | -5259.0958 | 202550.5886 | 195921.079 | 6629.5096 |
Total P&L (%) | 865.9745 | 871.2336 | -5.2591 | 202.5506 | 195.9211 | 6.6295 |
Avg Daily Profit (%) | 0.4674 | 0.4703 | -0.0028 | 0.0598 | 0.0586 | 0.0035 |
Buy And Hold Return (%) | 132.9936 | 132.9936 | 132.9936 | 132.9936 | 132.9936 | 132.9936 |
Max Trade Drawdown | -128582 | -64681 | -121482 | -953262 | -584302 | -568080 |
Profit Factor | 2.519 | 4.5429 | 0.9838 | 1.0604 | 1.1197 | 1.0039 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 45.614 | 41.3793 | 50 | 45.614 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 3.0034 | 6.4358 | 0.9838 | 1.2643 | 1.5862 | 1.0039 |
Largest Winning Trade | 727401 | 727401 | 74393 | 536930 | 536930 | 401882 |
Largest Losing Trade | -47012 | -38043 | -47012 | -453334 | -453334 | -347087 |
Avg Bars in Trades | 190 | 177 | 203 | 190 | 177 | 203 |
Avg Bars in Winners | 297 | 290 | 303 | 297 | 290 | 303 |
Avg Bars in Losers | 100 | 98 | 102 | 100 | 98 | 102 |
Bars Traded | 10843 | 5159 | 5684 | 10843 | 5159 | 5684 |
Profit Streak | 0 | 0 | 79.3225 | 0 | 0 | 79.3225 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166406 | 507617 | -601275 | -458497 | -224477 | -590742 |
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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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