Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123002.2372 | 1134364.8198 | -11362.5826 | 746250.9416 | 1085980.6833 | -339729.7417 |
Total P&L (%) | 1123.0022 | 1134.3648 | -11.3626 | 746.2509 | 1085.9807 | -339.7297 |
Avg Daily Profit (%) | 0.615 | 0.6212 | -0.0062 | 0.117 | 0.1355 | 0 |
Buy And Hold Return (%) | 659.188 | 659.188 | 659.188 | 659.188 | 659.188 | 659.188 |
Max Trade Drawdown | -198521 | -107669 | -143153 | -1618335 | -830630 | -879002 |
Profit Factor | 2.9624 | 5.1868 | 0.9623 | 1.2348 | 1.7822 | 0.8103 |
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 | 3.76 | 6.3838 | 1.2584 | 1.5672 | 2.1935 | 1.0596 |
Largest Winning Trade | 568970 | 568970 | 77702 | 800366 | 800366 | 435206 |
Largest Losing Trade | -58306 | -38967 | -58306 | -401975 | -368666 | -401975 |
Avg Bars in Trades | 119 | 112 | 125 | 119 | 112 | 125 |
Avg Bars in Winners | 193 | 172 | 215 | 193 | 172 | 215 |
Avg Bars in Losers | 60 | 64 | 56 | 60 | 64 | 56 |
Bars Traded | 7040 | 3270 | 3770 | 7040 | 3270 | 3770 |
Profit Streak | 0 | 169.1783 | 0 | 0 | 169.1783 | 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 | -173429 | 363884 | -581751 | -342052 | -18250 | -581751 |
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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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