Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418991.061 | 1380942.9795 | 38048.0816 | 1774159.7779 | 1753738.0151 | 20421.7629 |
Total P&L (%) | 1418.9911 | 1380.943 | 38.0481 | 1774.1598 | 1753.738 | 20.4218 |
Avg Daily Profit (%) | 0.782 | 0.7611 | 0.021 | 0.1616 | 0.161 | 0.0102 |
Buy And Hold Return (%) | 710.7649 | 710.7649 | 710.7649 | 710.7649 | 710.7649 | 710.7649 |
Max Trade Drawdown | -169828 | -90138 | -99940 | -1777649 | -864582 | -1122729 |
Profit Factor | 3.8458 | 6.4024 | 1.1566 | 1.5182 | 2.1515 | 1.0107 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 37.931 | 37.931 | 37.931 | 37.931 | 37.931 | 37.931 |
Ratio Avg Win / Avg Loss | 6.2931 | 10.4767 | 1.8926 | 2.4843 | 3.5206 | 1.6539 |
Largest Winning Trade | 654229 | 654229 | 68687 | 1100796 | 1100796 | 578954 |
Largest Losing Trade | -59218 | -59218 | -49758 | -691616 | -627401 | -691616 |
Avg Bars in Trades | 121 | 136 | 106 | 121 | 136 | 106 |
Avg Bars in Winners | 176 | 212 | 140 | 176 | 212 | 140 |
Avg Bars in Losers | 87 | 89 | 85 | 87 | 89 | 85 |
Bars Traded | 7047 | 3952 | 3095 | 7047 | 3952 | 3095 |
Profit Streak | 7.9403 | 220.9403 | 0 | 7.9403 | 220.9403 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170747 | 385214 | -382565 | -177139 | 166786 | -557275 |
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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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