Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630868.0355 | 579228.034 | 51640.0014 | 943350.5872 | 828529.4079 | 114821.1794 |
Total P&L (%) | 630.868 | 579.228 | 51.64 | 943.3506 | 828.5294 | 114.8212 |
Avg Daily Profit (%) | 0.3418 | 0.3138 | 0.028 | 0.1271 | 0.1208 | 0.0414 |
Buy And Hold Return (%) | 209.2475 | 209.2475 | 209.2475 | 209.2475 | 209.2475 | 209.2475 |
Max Trade Drawdown | -99781 | -83044 | -69289 | -262418 | -148845 | -197761 |
Profit Factor | 2.5023 | 4.596 | 1.1995 | 2.307 | 3.9809 | 1.2587 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 58.6207 | 55.1724 | 62.069 | 58.6207 | 55.1724 | 62.069 |
Ratio Avg Win / Avg Loss | 1.7663 | 3.7343 | 0.733 | 1.6285 | 3.2345 | 0.7692 |
Largest Winning Trade | 379362 | 379362 | 57719 | 337949 | 337949 | 193720 |
Largest Losing Trade | -53468 | -29039 | -53468 | -150975 | -69364 | -150975 |
Avg Bars in Trades | 91 | 89 | 94 | 91 | 89 | 94 |
Avg Bars in Winners | 116 | 114 | 117 | 116 | 114 | 117 |
Avg Bars in Losers | 57 | 59 | 55 | 57 | 59 | 55 |
Bars Traded | 5323 | 2593 | 2730 | 5323 | 2593 | 2730 |
Profit Streak | 324.1456 | 462.479 | 324.1456 | 324.1456 | 462.479 | 324.1456 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166033 | 546511 | -321183 | -197207 | -24530 | -302315 |
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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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