Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677072.7436 | 696653.4303 | -19580.6867 | 118109.2744 | 113567.6681 | 4541.6064 |
Total P&L (%) | 677.0727 | 696.6534 | -19.5807 | 118.1093 | 113.5677 | 4.5416 |
Avg Daily Profit (%) | 0.36 | 0.3704 | -0.0104 | 0.0415 | 0.0404 | 0.0024 |
Buy And Hold Return (%) | 252.5403 | 252.5403 | 252.5403 | 252.5403 | 252.5403 | 252.5403 |
Max Trade Drawdown | -90409 | -94070 | -75368 | -859266 | -715105 | -575522 |
Profit Factor | 2.4701 | 4.8494 | 0.93 | 1.0545 | 1.1154 | 1.0038 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 45.7627 | 37.931 | 53.3333 | 45.7627 | 37.931 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.9275 | 7.9354 | 0.8137 | 1.2498 | 1.8252 | 0.8784 |
Largest Winning Trade | 464900 | 464900 | 56494 | 621528 | 621528 | 373066 |
Largest Losing Trade | -61919 | -23681 | -61919 | -562036 | -229367 | -562036 |
Avg Bars in Trades | 123 | 108 | 138 | 123 | 108 | 138 |
Avg Bars in Winners | 163 | 134 | 182 | 163 | 134 | 182 |
Avg Bars in Losers | 90 | 92 | 87 | 90 | 92 | 87 |
Bars Traded | 7299 | 3147 | 4152 | 7299 | 3147 | 4152 |
Profit Streak | 0 | 51.6311 | 0 | 0 | 51.6311 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170429 | 348059 | -580393 | -645017 | -401419 | -573022 |
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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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