Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206034.3142 | 1261992.4266 | -55958.1124 | 467454.254 | 1090109.568 | -622655.314 |
Total P&L (%) | 1206.0343 | 1261.9924 | -55.9581 | 467.4543 | 1090.1096 | -622.6553 |
Avg Daily Profit (%) | 0.5514 | 0.577 | -0.0256 | 0.0794 | 0.1133 | 0 |
Buy And Hold Return (%) | 584.156 | 584.156 | 584.156 | 584.156 | 584.156 | 584.156 |
Max Trade Drawdown | -145176 | -85046 | -113668 | -1338763 | -810484 | -1368769 |
Profit Factor | 3.2227 | 6.3004 | 0.8162 | 1.1158 | 1.6287 | 0.7295 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 42.029 | 37.1429 | 47.0588 | 42.029 | 37.1429 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.445 | 10.6623 | 0.9183 | 1.5391 | 2.7562 | 0.8206 |
Largest Winning Trade | 720916 | 720916 | 60749 | 801023 | 801023 | 498588 |
Largest Losing Trade | -63995 | -42241 | -63995 | -613505 | -333723 | -613505 |
Avg Bars in Trades | 178 | 215 | 140 | 178 | 215 | 140 |
Avg Bars in Winners | 254 | 302 | 216 | 254 | 302 | 216 |
Avg Bars in Losers | 123 | 163 | 73 | 123 | 163 | 73 |
Bars Traded | 12317 | 7528 | 4789 | 12317 | 7528 | 4789 |
Profit Streak | 77.8883 | 99.7216 | 0 | 77.8883 | 99.7216 | 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 | -98077 | 342669 | -581939 | -453540 | -50483 | -581939 |
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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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