Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721258.3517 | 722144.2495 | -885.8979 | 330779.2511 | 595087.1176 | -264307.8665 |
Total P&L (%) | 721.2584 | 722.1443 | -0.8859 | 330.7793 | 595.0871 | -264.3079 |
Avg Daily Profit (%) | 0.3963 | 0.3968 | -0.0005 | 0.0803 | 0.1066 | 0 |
Buy And Hold Return (%) | 219.1831 | 219.1831 | 219.1831 | 219.1831 | 219.1831 | 219.1831 |
Max Trade Drawdown | -157396 | -89077 | -83073 | -2445370 | -1594902 | -937818 |
Profit Factor | 2.3398 | 3.6933 | 0.9967 | 1.0875 | 1.2673 | 0.83 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 35.5932 | 37.931 | 33.3333 | 35.5932 | 37.931 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.2339 | 6.0436 | 1.9934 | 1.9678 | 2.0738 | 1.66 |
Largest Winning Trade | 408208 | 408208 | 72171 | 1193214 | 1193214 | 403749 |
Largest Losing Trade | -43678 | -43678 | -39983 | -1227990 | -1227990 | -657716 |
Avg Bars in Trades | 176 | 161 | 190 | 176 | 161 | 190 |
Avg Bars in Winners | 302 | 297 | 309 | 302 | 297 | 309 |
Avg Bars in Losers | 106 | 78 | 131 | 106 | 78 | 131 |
Bars Traded | 10402 | 4683 | 5719 | 10402 | 4683 | 5719 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174061 | 322510 | -584529 | -404500 | -57390 | -584529 |
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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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