Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662638.0911 | 597461.1385 | 65176.9526 | 1027264.2854 | 1708899.7617 | -681635.4763 |
Total P&L (%) | 662.6381 | 597.4611 | 65.177 | 1027.2643 | 1708.8998 | -681.6355 |
Avg Daily Profit (%) | 0.2648 | 0.2387 | 0.026 | 0.0968 | 0.1158 | 0 |
Buy And Hold Return (%) | 265.5725 | 265.5725 | 265.5725 | 265.5725 | 265.5725 | 265.5725 |
Max Trade Drawdown | -89013 | -74293 | -91807 | -1036405 | -355360 | -857974 |
Profit Factor | 2.7062 | 4.5952 | 1.2933 | 1.4302 | 3.4833 | 0.599 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 51.7241 | 44.8276 | 58.6207 | 51.7241 | 44.8276 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.5258 | 5.6556 | 0.9129 | 1.3349 | 4.2871 | 0.4228 |
Largest Winning Trade | 261764 | 261764 | 35282 | 892613 | 892613 | 292227 |
Largest Losing Trade | -62370 | -32340 | -62370 | -756403 | -130352 | -756403 |
Avg Bars in Trades | 80 | 77 | 83 | 80 | 77 | 83 |
Avg Bars in Winners | 91 | 79 | 101 | 91 | 79 | 101 |
Avg Bars in Losers | 67 | 75 | 57 | 67 | 75 | 57 |
Bars Traded | 4660 | 2237 | 2423 | 4660 | 2237 | 2423 |
Profit Streak | 81.8652 | 133.3652 | 0 | 81.8652 | 133.3652 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168551 | 329216 | -324418 | -243441 | -33251 | -579715 |
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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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