Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811704.4096 | 761262.7782 | 50441.6314 | 763082.5539 | 802287.8679 | -39205.314 |
Total P&L (%) | 811.7044 | 761.2628 | 50.4416 | 763.0826 | 802.2879 | -39.2053 |
Avg Daily Profit (%) | 0.4427 | 0.4152 | 0.0275 | 0.1176 | 0.12 | -0.0271 |
Buy And Hold Return (%) | 169.9139 | 169.9139 | 169.9139 | 169.9139 | 169.9139 | 169.9139 |
Max Trade Drawdown | -133987 | -111278 | -60191 | -477960 | -255713 | -289107 |
Profit Factor | 2.8811 | 4.3531 | 1.2467 | 1.6729 | 2.5284 | 0.9356 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 40.3509 | 37.931 | 42.8571 | 40.3509 | 37.931 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.259 | 7.1232 | 1.6623 | 2.4729 | 4.1373 | 1.2475 |
Largest Winning Trade | 662658 | 662658 | 52412 | 506027 | 506027 | 183650 |
Largest Losing Trade | -37338 | -32135 | -37338 | -217454 | -84698 | -217454 |
Avg Bars in Trades | 183 | 190 | 176 | 183 | 190 | 176 |
Avg Bars in Winners | 326 | 330 | 322 | 326 | 330 | 322 |
Avg Bars in Losers | 87 | 105 | 66 | 87 | 105 | 66 |
Bars Traded | 10468 | 5536 | 4932 | 10468 | 5536 | 4932 |
Profit Streak | 87.8571 | 175.6904 | 0 | 87.8571 | 175.6904 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168612 | 418420 | -344869 | -216884 | -32880 | -602944 |
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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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