Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046287.329 | 1052139.2064 | -5851.8774 | 724253.454 | 1255636.1283 | -531382.6743 |
Total P&L (%) | 1046.2873 | 1052.1392 | -5.8519 | 724.2535 | 1255.6361 | -531.3827 |
Avg Daily Profit (%) | 0.5766 | 0.5799 | -0.0032 | 0.1163 | 0.1438 | 0 |
Buy And Hold Return (%) | 531.2618 | 531.2618 | 531.2618 | 531.2618 | 531.2618 | 531.2618 |
Max Trade Drawdown | -117665 | -103430 | -78165 | -950710 | -643054 | -843874 |
Profit Factor | 2.9826 | 5.0168 | 0.978 | 1.2149 | 1.7847 | 0.6999 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 37.931 | 41.3793 | 34.4828 | 37.931 | 41.3793 | 34.4828 |
Ratio Avg Win / Avg Loss | 4.8807 | 7.1071 | 1.8582 | 1.988 | 2.5284 | 1.3298 |
Largest Winning Trade | 602685 | 602685 | 66632 | 916932 | 916932 | 418954 |
Largest Losing Trade | -41837 | -29846 | -41837 | -478530 | -300550 | -478530 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 104 | 87 | 125 | 104 | 87 | 125 |
Avg Bars in Losers | 33 | 26 | 39 | 33 | 26 | 39 |
Bars Traded | 3502 | 1493 | 2009 | 3502 | 1493 | 2009 |
Profit Streak | 0 | 160.7527 | 0 | 0 | 160.7527 | 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 | -174610 | 346690 | -584089 | -273859 | -4217 | -585200 |
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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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