Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865045.742 | 774281.4274 | 90764.3146 | 3065775.135 | 1040797.3019 | 2024977.8332 |
Total P&L (%) | 865.0457 | 774.2814 | 90.7643 | 3065.7751 | 1040.7973 | 2024.9778 |
Avg Daily Profit (%) | 0.467 | 0.418 | 0.049 | 0.1867 | 0.1315 | 0.1651 |
Buy And Hold Return (%) | 89.221 | 89.221 | 89.221 | 89.221 | 89.221 | 89.221 |
Max Trade Drawdown | -84458 | -75134 | -77828 | -1597283 | -954174 | -811706 |
Profit Factor | 2.6743 | 4.7896 | 1.2906 | 1.655 | 1.4013 | 1.9703 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 45.7627 | 40 | 51.7241 | 45.7627 | 40 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.1695 | 7.1843 | 1.2045 | 1.9615 | 2.102 | 1.8389 |
Largest Winning Trade | 335312 | 335312 | 77012 | 1357741 | 962817 | 1357741 |
Largest Losing Trade | -48126 | -24816 | -48126 | -746060 | -746060 | -617208 |
Avg Bars in Trades | 182 | 195 | 170 | 182 | 195 | 170 |
Avg Bars in Winners | 268 | 290 | 251 | 268 | 290 | 251 |
Avg Bars in Losers | 110 | 131 | 83 | 110 | 131 | 83 |
Bars Traded | 10783 | 5850 | 4933 | 10783 | 5850 | 4933 |
Profit Streak | 0 | 0 | 160.2317 | 0 | 0 | 160.2317 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165726 | 489789 | -286709 | -170089 | -19171 | 454190 |
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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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