Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1052969.6148 | 1089597.1052 | -36627.4903 | 320948.2598 | 508231.3309 | -187283.0711 |
Total P&L (%) | 1052.9696 | 1089.5971 | -36.6275 | 320.9483 | 508.2313 | -187.2831 |
Avg Daily Profit (%) | 0.5791 | 0.5992 | -0.0201 | 0.0791 | 0.0993 | 0 |
Buy And Hold Return (%) | 598.0584 | 598.0584 | 598.0584 | 598.0584 | 598.0584 | 598.0584 |
Max Trade Drawdown | -132271 | -110830 | -130465 | -368852 | -200098 | -357765 |
Profit Factor | 2.7843 | 4.6972 | 0.876 | 1.2536 | 1.8097 | 0.7065 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 44.0678 | 44.8276 | 43.3333 | 44.0678 | 44.8276 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.5339 | 5.7812 | 1.1456 | 1.5911 | 2.2274 | 0.9239 |
Largest Winning Trade | 635563 | 635563 | 68266 | 363461 | 363461 | 99511 |
Largest Losing Trade | -60994 | -60994 | -36605 | -115421 | -115421 | -112514 |
Avg Bars in Trades | 178 | 187 | 170 | 178 | 187 | 170 |
Avg Bars in Winners | 259 | 279 | 239 | 259 | 279 | 239 |
Avg Bars in Losers | 115 | 112 | 117 | 115 | 112 | 117 |
Bars Traded | 10551 | 5431 | 5120 | 10551 | 5431 | 5120 |
Profit Streak | 0 | 105.6248 | 0 | 0 | 105.6248 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173699 | 339888 | -581751 | -434042 | -223790 | -583418 |
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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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