Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1851744.988 | 1938117.8506 | -86372.8626 | -46495.3628 | 360319.0342 | -406814.397 |
Total P&L (%) | 1851.745 | 1938.1179 | -86.3729 | -46.4954 | 360.319 | -406.8144 |
Avg Daily Profit (%) | 0.8366 | 0.8757 | -0.039 | -0.0283 | 0.069 | 0 |
Buy And Hold Return (%) | 453.3981 | 453.3981 | 453.3981 | 453.3981 | 453.3981 | 453.3981 |
Max Trade Drawdown | -169324 | -108009 | -93928 | -620867 | -240836 | -412355 |
Profit Factor | 4.2232 | 7.7987 | 0.7016 | 0.9544 | 1.8404 | 0.3103 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 35.5932 | 33.3333 | 37.931 | 35.5932 | 33.3333 | 37.931 |
Ratio Avg Win / Avg Loss | 7.6419 | 15.5974 | 1.148 | 1.7269 | 3.6807 | 0.5078 |
Largest Winning Trade | 2062801 | 2062801 | 46071 | 643191 | 643191 | 44552 |
Largest Losing Trade | -51398 | -51398 | -49611 | -226838 | -132975 | -226838 |
Avg Bars in Trades | 104 | 91 | 118 | 104 | 91 | 118 |
Avg Bars in Winners | 198 | 183 | 213 | 198 | 183 | 213 |
Avg Bars in Losers | 52 | 45 | 59 | 52 | 45 | 59 |
Bars Traded | 6160 | 2738 | 3422 | 6160 | 2738 | 3422 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167104 | 477102 | -583859 | -763380 | -269615 | -585526 |
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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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