Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728068.0553 | 738009.5413 | -9941.486 | 69914.2118 | 17618.032 | 52296.1798 |
Total P&L (%) | 728.0681 | 738.0095 | -9.9415 | 69.9142 | 17.618 | 52.2962 |
Avg Daily Profit (%) | 0.3962 | 0.4017 | -0.0054 | 0.0289 | 0.0088 | 0.0229 |
Buy And Hold Return (%) | 61.9372 | 61.9372 | 61.9372 | 61.9372 | 61.9372 | 61.9372 |
Max Trade Drawdown | -147965 | -131317 | -33910 | -838819 | -814527 | -88796 |
Profit Factor | 2.7653 | 3.0611 | 0.8171 | 1.0479 | 1.0131 | 1.4391 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 44.0678 | 48.2759 | 40 | 44.0678 | 48.2759 | 40 |
Ratio Avg Win / Avg Loss | 3.5099 | 3.2797 | 1.2256 | 1.33 | 1.0855 | 2.1587 |
Largest Winning Trade | 732753 | 732753 | 9507 | 778169 | 778169 | 77946 |
Largest Losing Trade | -53206 | -53206 | -6834 | -301192 | -301192 | -27689 |
Avg Bars in Trades | 349 | 697 | 13 | 349 | 697 | 13 |
Avg Bars in Winners | 358 | 657 | 10 | 358 | 657 | 10 |
Avg Bars in Losers | 342 | 735 | 15 | 342 | 735 | 15 |
Bars Traded | 20637 | 20240 | 397 | 20637 | 20240 | 397 |
Profit Streak | 139.1666 | 168.8333 | 139.1666 | 139.1666 | 168.8333 | 139.1666 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165853 | 570641 | -582199 | -628741 | -552641 | -329097 |
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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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