Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818462.7917 | 822981.3072 | -4518.5156 | 127359.9666 | 138244.0136 | -10884.047 |
Total P&L (%) | 818.4628 | 822.9813 | -4.5185 | 127.36 | 138.244 | -10.884 |
Avg Daily Profit (%) | 0.4403 | 0.4427 | -0.0024 | 0.0442 | 0.0467 | -0.0062 |
Buy And Hold Return (%) | 134.1254 | 134.1254 | 134.1254 | 134.1254 | 134.1254 | 134.1254 |
Max Trade Drawdown | -197739 | -91708 | -132119 | -1705725 | -912263 | -831169 |
Profit Factor | 2.3248 | 4.5162 | 0.9882 | 1.0405 | 1.094 | 0.9935 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 47.3684 | 44.8276 | 50 | 47.3684 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 2.5831 | 5.5583 | 0.9882 | 1.1561 | 1.3465 | 0.9935 |
Largest Winning Trade | 608339 | 608339 | 74628 | 496353 | 496353 | 359312 |
Largest Losing Trade | -64243 | -41415 | -64243 | -766137 | -766137 | -661352 |
Avg Bars in Trades | 126 | 121 | 132 | 126 | 121 | 132 |
Avg Bars in Winners | 203 | 186 | 220 | 203 | 186 | 220 |
Avg Bars in Losers | 57 | 68 | 45 | 57 | 68 | 45 |
Bars Traded | 7237 | 3519 | 3718 | 7237 | 3519 | 3718 |
Profit Streak | 0 | 0 | 168.528 | 0 | 0 | 168.528 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166603 | 536745 | -600865 | -656184 | -405919 | -600865 |
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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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