Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693536.6095 | 829456.7778 | -135920.1683 | -805732.3423 | -908981.1327 | 103248.7904 |
Total P&L (%) | 693.5366 | 829.4568 | -135.9202 | -805.7323 | -908.9811 | 103.2488 |
Avg Daily Profit (%) | 0.3154 | 0.3772 | -0.0618 | 0 | 0 | 0.0323 |
Buy And Hold Return (%) | 502.7322 | 502.7322 | 502.7322 | 502.7322 | 502.7322 | 502.7322 |
Max Trade Drawdown | -86731 | -36205 | -82646 | -1395050 | -1133198 | -734110 |
Profit Factor | 2.1521 | 5.8614 | 0.6849 | 0.7575 | 0.4679 | 1.0639 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 26 | 14 | 12 |
Losing Trades | 27 | 14 | 13 | 32 | 15 | 17 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 44.8276 | 48.2759 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.8744 | 5.4707 | 0.5565 | 0.9323 | 0.5013 | 1.5072 |
Largest Winning Trade | 518012 | 518012 | 67670 | 535568 | 151763 | 535568 |
Largest Losing Trade | -173046 | -34930 | -173046 | -791060 | -791060 | -346075 |
Avg Bars in Trades | 71 | 61 | 81 | 71 | 61 | 81 |
Avg Bars in Winners | 86 | 69 | 102 | 52 | 53 | 51 |
Avg Bars in Losers | 54 | 53 | 55 | 87 | 69 | 103 |
Bars Traded | 4160 | 1789 | 2371 | 4160 | 1789 | 2371 |
Profit Streak | 0 | 0 | 0 | 156.5763 | 244.0763 | 156.5763 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -213635 | 321279 | -580162 | -760936 | -580531 | -467489 |
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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) |
---|