Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880063.4983 | 812671.0542 | 67392.4442 | 1087499.0693 | 1307964.2053 | -220465.1359 |
Total P&L (%) | 880.0635 | 812.6711 | 67.3924 | 1087.4991 | 1307.9642 | -220.4651 |
Avg Daily Profit (%) | 0.4756 | 0.4392 | 0.0364 | 0.1338 | 0.143 | 0 |
Buy And Hold Return (%) | 124.489 | 124.489 | 124.489 | 124.489 | 124.489 | 124.489 |
Max Trade Drawdown | -96695 | -62491 | -57894 | -1589512 | -476326 | -1266697 |
Profit Factor | 3.0629 | 5.0717 | 1.2968 | 1.263 | 1.8759 | 0.9165 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 42.1053 | 37.931 | 46.4286 | 42.1053 | 37.931 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.2115 | 8.2991 | 1.4964 | 1.7366 | 3.0697 | 1.0576 |
Largest Winning Trade | 672466 | 672466 | 59337 | 912565 | 574499 | 912565 |
Largest Losing Trade | -55133 | -26689 | -55133 | -1207504 | -260366 | -1207504 |
Avg Bars in Trades | 122 | 114 | 131 | 122 | 114 | 131 |
Avg Bars in Winners | 206 | 192 | 217 | 206 | 192 | 217 |
Avg Bars in Losers | 61 | 66 | 55 | 61 | 66 | 55 |
Bars Traded | 6994 | 3324 | 3670 | 6994 | 3324 | 3670 |
Profit Streak | 92.8794 | 129.3794 | 0 | 92.8794 | 129.3794 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165765 | 497735 | -332399 | -194998 | -1896 | -601555 |
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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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