Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774829.8709 | 953622.5937 | -178792.7228 | -114033.6524 | -208829.6997 | 94796.0473 |
Total P&L (%) | 774.8299 | 953.6226 | -178.7927 | -114.0337 | -208.8297 | 94.796 |
Avg Daily Profit (%) | 0.4168 | 0.513 | -0.0962 | 0 | 0 | 0.0359 |
Buy And Hold Return (%) | 163.2845 | 163.2845 | 163.2845 | 163.2845 | 163.2845 | 163.2845 |
Max Trade Drawdown | -218161 | -93645 | -242357 | -415095 | -335377 | -236690 |
Profit Factor | 2.0179 | 4.7347 | 0.6465 | 0.8779 | 0.5543 | 1.2036 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 15 | 14 | 26 | 13 | 13 |
Losing Trades | 28 | 14 | 14 | 31 | 16 | 15 |
Profitability (%) | 50.8772 | 51.7241 | 50 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.9484 | 4.4191 | 0.6465 | 1.0467 | 0.6822 | 1.3888 |
Largest Winning Trade | 915322 | 915322 | 72407 | 169664 | 86482 | 169664 |
Largest Losing Trade | -129660 | -43358 | -129660 | -231576 | -231576 | -110599 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 83 | 70 | 97 | 43 | 46 | 40 |
Avg Bars in Losers | 42 | 44 | 40 | 79 | 66 | 93 |
Bars Traded | 3605 | 1672 | 1933 | 3605 | 1672 | 1933 |
Profit Streak | 57.6452 | 57.6452 | 372.6452 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166240 | 657698 | -600472 | -760316 | -582844 | -333701 |
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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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