Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069647.7862 | 1070278.6996 | -630.9134 | 968498.9098 | 1412392.0623 | -443893.1524 |
Total P&L (%) | 1069.6478 | 1070.2787 | -0.6309 | 968.4989 | 1412.3921 | -443.8932 |
Avg Daily Profit (%) | 0.5898 | 0.5902 | -0.0003 | 0.1307 | 0.1499 | 0 |
Buy And Hold Return (%) | 521.5338 | 521.5338 | 521.5338 | 521.5338 | 521.5338 | 521.5338 |
Max Trade Drawdown | -116083 | -70756 | -99205 | -1830079 | -1308539 | -998972 |
Profit Factor | 2.9736 | 5.2541 | 0.9978 | 1.219 | 1.6593 | 0.8054 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 43.3333 | 41.9355 | 42.623 | 43.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.0029 | 6.8707 | 1.3816 | 1.6409 | 2.1698 | 1.1151 |
Largest Winning Trade | 527355 | 527355 | 73350 | 1264589 | 1264589 | 459833 |
Largest Losing Trade | -44791 | -28024 | -44791 | -490399 | -490399 | -364448 |
Avg Bars in Trades | 114 | 106 | 122 | 114 | 106 | 122 |
Avg Bars in Winners | 193 | 177 | 208 | 193 | 177 | 208 |
Avg Bars in Losers | 56 | 52 | 60 | 56 | 52 | 60 |
Bars Traded | 6994 | 3195 | 3799 | 6994 | 3195 | 3799 |
Profit Streak | 0 | 158.48 | 0 | 0 | 158.48 | 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 | -158646 | 400953 | -582287 | -194401 | 200329 | -582287 |
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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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