Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1154269.3196 | 1158069.5325 | -3800.2129 | 721614.6017 | 1575743.4395 | -854128.8378 |
Total P&L (%) | 1154.2693 | 1158.0695 | -3.8002 | 721.6146 | 1575.7434 | -854.1288 |
Avg Daily Profit (%) | 0.6372 | 0.6393 | -0.0021 | 0.1163 | 0.1557 | 0 |
Buy And Hold Return (%) | 487.9689 | 487.9689 | 487.9689 | 487.9689 | 487.9689 | 487.9689 |
Max Trade Drawdown | -119925 | -96411 | -105556 | -1510597 | -1104565 | -972585 |
Profit Factor | 3.0752 | 5.1761 | 0.9864 | 1.1591 | 1.724 | 0.638 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 34.4828 | 31.0345 | 37.931 | 34.4828 | 31.0345 | 37.931 |
Ratio Avg Win / Avg Loss | 5.8429 | 11.5024 | 1.6141 | 2.2023 | 3.8312 | 1.0439 |
Largest Winning Trade | 655496 | 655496 | 72298 | 1638009 | 1638009 | 428396 |
Largest Losing Trade | -40372 | -28722 | -40372 | -426637 | -426637 | -417019 |
Avg Bars in Trades | 183 | 180 | 187 | 183 | 180 | 187 |
Avg Bars in Winners | 325 | 338 | 315 | 325 | 338 | 315 |
Avg Bars in Losers | 109 | 109 | 109 | 109 | 109 | 109 |
Bars Traded | 10664 | 5226 | 5438 | 10664 | 5226 | 5438 |
Profit Streak | 0 | 96.948 | 0 | 0 | 96.948 | 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 | -172614 | 304016 | -582748 | -284313 | 41352 | -583859 |
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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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