Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271782.1721 | 1245164.1708 | 26618.0013 | 211238.5331 | 334958.6384 | -123720.1053 |
Total P&L (%) | 1271.7822 | 1245.1642 | 26.618 | 211.2385 | 334.9586 | -123.7201 |
Avg Daily Profit (%) | 0.6962 | 0.6817 | 0.0146 | 0.0622 | 0.0805 | 0 |
Buy And Hold Return (%) | 767.504 | 767.504 | 767.504 | 767.504 | 767.504 | 767.504 |
Max Trade Drawdown | -118356 | -80990 | -96666 | -372059 | -351805 | -132042 |
Profit Factor | 3.6495 | 6.7319 | 1.1013 | 1.2368 | 1.6071 | 0.6366 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 46.5517 | 48.2759 | 44.8276 | 46.5517 | 48.2759 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.1902 | 7.2128 | 1.3554 | 1.42 | 1.7219 | 0.7835 |
Largest Winning Trade | 598038 | 598038 | 78689 | 312395 | 312395 | 57004 |
Largest Losing Trade | -96666 | -31624 | -96666 | -179509 | -179509 | -72339 |
Avg Bars in Trades | 183 | 214 | 153 | 183 | 214 | 153 |
Avg Bars in Winners | 257 | 306 | 204 | 257 | 306 | 204 |
Avg Bars in Losers | 119 | 128 | 111 | 119 | 128 | 111 |
Bars Traded | 10654 | 6213 | 4441 | 10654 | 6213 | 4441 |
Profit Streak | 0 | 232.3967 | 0 | 0 | 232.3967 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170932 | 428614 | -450324 | -456826 | -247564 | -582844 |
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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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