Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328445.0634 | 318667.1016 | 9777.9618 | 114459.6139 | 92671.3 | 21788.3139 |
Total P&L (%) | 328.4451 | 318.6671 | 9.778 | 114.4596 | 92.6713 | 21.7883 |
Avg Daily Profit (%) | 0.3153 | 0.3059 | 0.0094 | 0.0733 | 0.063 | 0.0189 |
Buy And Hold Return (%) | 93.1988 | 93.1988 | 93.1988 | 93.1988 | 93.1988 | 93.1988 |
Max Trade Drawdown | -69274 | -60983 | -15909 | -218400 | -221948 | -37488 |
Profit Factor | 2.3098 | 2.5423 | 1.2215 | 1.1732 | 1.1628 | 1.2375 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 52.5424 | 44.8276 | 60 | 52.5424 | 44.8276 | 60 |
Ratio Avg Win / Avg Loss | 2.0862 | 3.129 | 0.8143 | 1.0596 | 1.4311 | 0.825 |
Largest Winning Trade | 325553 | 325553 | 8028 | 267428 | 267428 | 19587 |
Largest Losing Trade | -42958 | -42958 | -9174 | -182643 | -182643 | -25691 |
Avg Bars in Trades | 404 | 794 | 26 | 404 | 794 | 26 |
Avg Bars in Winners | 393 | 903 | 24 | 393 | 903 | 24 |
Avg Bars in Losers | 416 | 706 | 30 | 416 | 706 | 30 |
Bars Traded | 23859 | 23052 | 807 | 23859 | 23052 | 807 |
Profit Streak | 0 | 85.199 | 0 | 0 | 85.199 | 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 | -168810 | 328545 | -346604 | -399143 | -317585 | -333788 |
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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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