Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971730.807 | 1001395.675 | -29664.868 | 531517.9099 | 1046630.0761 | -515112.1663 |
Total P&L (%) | 971.7308 | 1001.3957 | -29.6649 | 531.5179 | 1046.6301 | -515.1122 |
Avg Daily Profit (%) | 0.5281 | 0.5442 | -0.0161 | 0.1002 | 0.1327 | 0 |
Buy And Hold Return (%) | 636.0857 | 636.0857 | 636.0857 | 636.0857 | 636.0857 | 636.0857 |
Max Trade Drawdown | -128896 | -84550 | -88535 | -819589 | -590451 | -639390 |
Profit Factor | 2.6644 | 4.6398 | 0.9039 | 1.185 | 1.7342 | 0.6443 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 40.9836 | 48.3871 | 33.3333 | 40.9836 | 48.3871 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.8368 | 4.9492 | 1.8078 | 1.7064 | 1.8499 | 1.2886 |
Largest Winning Trade | 558101 | 558101 | 72028 | 569865 | 569865 | 186646 |
Largest Losing Trade | -47206 | -29761 | -47206 | -278087 | -278087 | -236687 |
Avg Bars in Trades | 58 | 53 | 63 | 58 | 53 | 63 |
Avg Bars in Winners | 99 | 81 | 126 | 99 | 81 | 126 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 3558 | 1648 | 1910 | 3558 | 1648 | 1910 |
Profit Streak | 52.0071 | 185.0071 | 0 | 52.0071 | 185.0071 | 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 | -163333 | 341075 | -584529 | -409726 | -20777 | -585640 |
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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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