Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1041829.1169 | 1048106.6369 | -6277.52 | 538228.0295 | 625711.668 | -87483.6385 |
Total P&L (%) | 1041.8291 | 1048.1066 | -6.2775 | 538.228 | 625.7117 | -87.4836 |
Avg Daily Profit (%) | 0.574 | 0.5774 | -0.0035 | 0.1022 | 0.1093 | -0.1144 |
Buy And Hold Return (%) | 628.6596 | 628.6596 | 628.6596 | 628.6596 | 628.6596 | 628.6596 |
Max Trade Drawdown | -159617 | -108538 | -128033 | -492216 | -216561 | -312547 |
Profit Factor | 2.8598 | 4.8375 | 0.9781 | 1.4319 | 2.1889 | 0.8785 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 45.1613 | 50 | 47.541 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 3.1556 | 5.8741 | 0.9781 | 1.5801 | 2.658 | 0.8785 |
Largest Winning Trade | 449300 | 449300 | 68084 | 374102 | 374102 | 169589 |
Largest Losing Trade | -57622 | -57622 | -42881 | -223866 | -174062 | -223866 |
Avg Bars in Trades | 171 | 184 | 157 | 171 | 184 | 157 |
Avg Bars in Winners | 236 | 272 | 203 | 236 | 272 | 203 |
Avg Bars in Losers | 111 | 111 | 111 | 111 | 111 | 111 |
Bars Traded | 10436 | 5708 | 4728 | 10436 | 5708 | 4728 |
Profit Streak | 175.3798 | 176.8798 | 175.3798 | 175.3798 | 176.8798 | 175.3798 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158025 | 333575 | -579856 | -385491 | -208901 | -579856 |
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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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