Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014912.4951 | 1052472.9398 | -37560.4447 | 291704.5396 | 522110.8154 | -230406.2758 |
Total P&L (%) | 1014.9125 | 1052.4729 | -37.5604 | 291.7045 | 522.1108 | -230.4063 |
Avg Daily Profit (%) | 0.5586 | 0.5792 | -0.0207 | 0.0752 | 0.1007 | 0 |
Buy And Hold Return (%) | 590.9683 | 590.9683 | 590.9683 | 590.9683 | 590.9683 | 590.9683 |
Max Trade Drawdown | -221236 | -106981 | -171226 | -497566 | -294528 | -393464 |
Profit Factor | 2.6318 | 4.4969 | 0.883 | 1.1921 | 1.7276 | 0.7124 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 42.623 | 46.6667 | 38.7097 | 42.623 | 46.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.5428 | 5.1393 | 1.3981 | 1.6047 | 1.9744 | 1.1279 |
Largest Winning Trade | 561740 | 561740 | 75961 | 441353 | 441353 | 152870 |
Largest Losing Trade | -67820 | -44934 | -67820 | -172947 | -147871 | -172947 |
Avg Bars in Trades | 172 | 160 | 183 | 172 | 160 | 183 |
Avg Bars in Winners | 281 | 253 | 312 | 281 | 253 | 312 |
Avg Bars in Losers | 91 | 78 | 101 | 91 | 78 | 101 |
Bars Traded | 10504 | 4812 | 5692 | 10504 | 4812 | 5692 |
Profit Streak | 0 | 159.9065 | 0 | 0 | 159.9065 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161797 | 359179 | -583541 | -435627 | -221067 | -583541 |
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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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