Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399729.9925 | 372875.7591 | 26854.2334 | 1109238.6709 | 1333611.8774 | -224373.2064 |
Total P&L (%) | 399.73 | 372.8758 | 26.8542 | 1109.2387 | 1333.6119 | -224.3732 |
Avg Daily Profit (%) | 0.4909 | 0.4579 | 0.033 | 0.3066 | 0.3275 | 0 |
Buy And Hold Return (%) | 457.6174 | 457.6174 | 457.6174 | 457.6174 | 457.6174 | 457.6174 |
Max Trade Drawdown | -90449 | -46626 | -43822 | -1369669 | -568120 | -867259 |
Profit Factor | 2.8109 | 4.1399 | 1.2633 | 1.4662 | 2.1447 | 0.8152 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 44.0678 | 48.2759 | 40 | 44.0678 | 48.2759 | 40 |
Ratio Avg Win / Avg Loss | 3.5676 | 4.4356 | 1.895 | 1.8609 | 2.2979 | 1.2229 |
Largest Winning Trade | 179974 | 179974 | 23056 | 806805 | 806805 | 199409 |
Largest Losing Trade | -27312 | -25448 | -27312 | -591352 | -298112 | -591352 |
Avg Bars in Trades | 80 | 146 | 16 | 80 | 146 | 16 |
Avg Bars in Winners | 129 | 219 | 24 | 129 | 219 | 24 |
Avg Bars in Losers | 41 | 78 | 11 | 41 | 78 | 11 |
Bars Traded | 4732 | 4242 | 489 | 4732 | 4242 | 489 |
Profit Streak | 0 | 21.0497 | 0 | 0 | 21.0497 | 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 | -332112 | -148962 | -317302 | -174710 | 354460 | -582769 |
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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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