Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650736.9074 | 832088.3474 | -181351.44 | -103978.983 | -55882.5672 | -48096.4158 |
Total P&L (%) | 650.7369 | 832.0883 | -181.3514 | -103.979 | -55.8826 | -48.0964 |
Avg Daily Profit (%) | 0.3639 | 0.4654 | -0.1014 | 0 | -0.0458 | -0.0367 |
Buy And Hold Return (%) | 160.1904 | 160.1904 | 160.1904 | 160.1904 | 160.1904 | 160.1904 |
Max Trade Drawdown | -136040 | -127658 | -145713 | -73430 | -79218 | -16997 |
Profit Factor | 1.7957 | 3.6614 | 0.641 | 0.6275 | 0.444 | 0.7308 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 11 | 15 | 31 | 18 | 13 |
Losing Trades | 32 | 18 | 14 | 27 | 11 | 16 |
Profitability (%) | 44.8276 | 37.931 | 51.7241 | 53.4483 | 62.069 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.2101 | 5.9914 | 0.5983 | 0.5465 | 0.2713 | 0.8994 |
Largest Winning Trade | 895088 | 895088 | 60563 | 51451 | 16170 | 51451 |
Largest Losing Trade | -148554 | -55548 | -148554 | -148554 | -70777 | -148554 |
Avg Bars in Trades | 86 | 99 | 73 | 86 | 99 | 73 |
Avg Bars in Winners | 93 | 85 | 99 | 81 | 107 | 46 |
Avg Bars in Losers | 80 | 107 | 45 | 91 | 85 | 95 |
Bars Traded | 5014 | 2886 | 2128 | 5014 | 2886 | 2128 |
Profit Streak | 0 | 0 | 0 | 57.6528 | 57.6528 | 90.3195 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170833 | 402008 | -580609 | -758851 | -578707 | -582285 |
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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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