Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084852.3557 | 1116125.1588 | -31272.8032 | 418640.8775 | 954641.2352 | -536000.3577 |
Total P&L (%) | 1084.8524 | 1116.1252 | -31.2728 | 418.6409 | 954.6412 | -536.0004 |
Avg Daily Profit (%) | 0.5979 | 0.6151 | -0.0172 | 0.0908 | 0.1299 | 0 |
Buy And Hold Return (%) | 632.4638 | 632.4638 | 632.4638 | 632.4638 | 632.4638 | 632.4638 |
Max Trade Drawdown | -171721 | -95097 | -146627 | -572196 | -305783 | -704329 |
Profit Factor | 2.8778 | 5.0433 | 0.8963 | 1.2048 | 2.0933 | 0.5423 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 39.6552 | 44.8276 | 34.4828 | 39.6552 | 44.8276 | 34.4828 |
Ratio Avg Win / Avg Loss | 4.3793 | 6.2072 | 1.703 | 1.8334 | 2.5763 | 1.0303 |
Largest Winning Trade | 662907 | 662907 | 74756 | 567834 | 567834 | 193755 |
Largest Losing Trade | -39302 | -39302 | -39257 | -234332 | -133773 | -234332 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 106 | 94 | 121 | 106 | 94 | 121 |
Avg Bars in Losers | 29 | 25 | 32 | 29 | 25 | 32 |
Bars Traded | 3468 | 1636 | 1832 | 3468 | 1636 | 1832 |
Profit Streak | 0 | 160.939 | 0 | 0 | 160.939 | 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 | -175654 | 354743 | -584089 | -420762 | -26450 | -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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