Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977407.0419 | 1053853.8248 | -76446.7829 | 43516.8735 | 447501.8904 | -403985.0169 |
Total P&L (%) | 977.407 | 1053.8538 | -76.4468 | 43.5169 | 447.5019 | -403.985 |
Avg Daily Profit (%) | 0.4516 | 0.4869 | -0.0353 | 0.0167 | 0.0786 | 0 |
Buy And Hold Return (%) | 501.4568 | 501.4568 | 501.4568 | 501.4568 | 501.4568 | 501.4568 |
Max Trade Drawdown | -195233 | -119410 | -125540 | -504290 | -167844 | -451938 |
Profit Factor | 2.5823 | 4.6842 | 0.7695 | 1.0371 | 1.9882 | 0.4392 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 47.4576 | 50 | 44.8276 | 47.4576 | 50 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.859 | 4.6842 | 0.9471 | 1.1482 | 1.9882 | 0.5405 |
Largest Winning Trade | 787301 | 787301 | 56932 | 380289 | 380289 | 80550 |
Largest Losing Trade | -67176 | -42693 | -67176 | -288059 | -89156 | -288059 |
Avg Bars in Trades | 105 | 117 | 93 | 105 | 117 | 93 |
Avg Bars in Winners | 148 | 152 | 143 | 148 | 152 | 143 |
Avg Bars in Losers | 66 | 81 | 52 | 66 | 81 | 52 |
Bars Traded | 6220 | 3521 | 2699 | 6220 | 3521 | 2699 |
Profit Streak | 38.4 | 38.4 | 75.0667 | 38.4 | 38.4 | 75.0667 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171615 | 444241 | -582286 | -695549 | -249526 | -582286 |
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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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