Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893972.287 | 887429.8543 | 6542.4326 | 388817.966 | 587721.2138 | -198903.2478 |
Total P&L (%) | 893.9723 | 887.4299 | 6.5424 | 388.818 | 587.7212 | -198.9032 |
Avg Daily Profit (%) | 0.3575 | 0.3549 | 0.0026 | 0.0635 | 0.0771 | 0 |
Buy And Hold Return (%) | 355.3276 | 355.3276 | 355.3276 | 355.3276 | 355.3276 | 355.3276 |
Max Trade Drawdown | -96680 | -74536 | -70084 | -1128371 | -639941 | -612684 |
Profit Factor | 2.9256 | 5.1061 | 1.0264 | 1.1581 | 1.5227 | 0.851 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 39.3443 | 35.4839 | 43.3333 | 39.3443 | 35.4839 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.5103 | 9.2837 | 1.3422 | 1.7854 | 2.7685 | 1.1129 |
Largest Winning Trade | 808761 | 808761 | 35755 | 867243 | 867243 | 298560 |
Largest Losing Trade | -56988 | -27219 | -56988 | -543811 | -230104 | -543811 |
Avg Bars in Trades | 240 | 223 | 257 | 240 | 223 | 257 |
Avg Bars in Winners | 421 | 406 | 434 | 421 | 406 | 434 |
Avg Bars in Losers | 122 | 123 | 122 | 122 | 123 | 122 |
Bars Traded | 14657 | 6934 | 7723 | 14657 | 6934 | 7723 |
Profit Streak | 86.3398 | 123.3398 | 0 | 86.3398 | 123.3398 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158433 | 307547 | -549258 | -459993 | -101284 | -581751 |
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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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