Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722926.1741 | 891010.9773 | -168084.8032 | -833795.9321 | 697799.7724 | -1531595.7045 |
Total P&L (%) | 722.9262 | 891.011 | -168.0848 | -833.7959 | 697.7998 | -1531.5957 |
Avg Daily Profit (%) | 0.3829 | 0.4719 | -0.089 | 0 | 0.1101 | 0 |
Buy And Hold Return (%) | 318.6445 | 318.6445 | 318.6445 | 318.6445 | 318.6445 | 318.6445 |
Max Trade Drawdown | -256934 | -78850 | -248403 | -1892430 | -407761 | -1965225 |
Profit Factor | 2.0281 | 5.0036 | 0.6503 | 0.82 | 1.4911 | 0.5232 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 10 | 14 | 33 | 19 | 14 |
Losing Trades | 33 | 19 | 14 | 24 | 10 | 14 |
Profitability (%) | 42.1053 | 34.4828 | 50 | 57.8947 | 65.5172 | 50 |
Ratio Avg Win / Avg Loss | 2.7886 | 9.5068 | 0.6503 | 0.5964 | 0.7848 | 0.5232 |
Largest Winning Trade | 895600 | 895600 | 60143 | 313587 | 305910 | 313587 |
Largest Losing Trade | -244383 | -28580 | -244383 | -1303921 | -262992 | -1303921 |
Avg Bars in Trades | 92 | 66 | 119 | 92 | 66 | 119 |
Avg Bars in Winners | 156 | 109 | 190 | 62 | 65 | 59 |
Avg Bars in Losers | 46 | 44 | 49 | 133 | 69 | 180 |
Bars Traded | 5293 | 1938 | 3355 | 5293 | 1938 | 3355 |
Profit Streak | 0 | 0 | 0 | 87.5394 | 130.8728 | 87.5394 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174211 | 316000 | -601833 | -757804 | -48379 | -600872 |
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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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