Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990365.6825 | 903062.771 | 87302.9115 | 2133738.2063 | 1956560.7495 | 177177.4567 |
Total P&L (%) | 990.3657 | 903.0628 | 87.3029 | 2133.7382 | 1956.5608 | 177.1775 |
Avg Daily Profit (%) | 0.5366 | 0.4893 | 0.0473 | 0.1685 | 0.164 | 0.0553 |
Buy And Hold Return (%) | 181.9448 | 181.9448 | 181.9448 | 181.9448 | 181.9448 | 181.9448 |
Max Trade Drawdown | -126740 | -104805 | -37410 | -656680 | -446012 | -279841 |
Profit Factor | 3.8575 | 5.0422 | 1.7088 | 2.2098 | 2.9557 | 1.2321 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 33.8983 | 30 | 37.931 | 33.8983 | 30 | 37.931 |
Ratio Avg Win / Avg Loss | 7.5222 | 11.765 | 2.7962 | 4.3091 | 6.8965 | 2.0162 |
Largest Winning Trade | 745823 | 745823 | 59809 | 1003687 | 1003687 | 460353 |
Largest Losing Trade | -34298 | -34298 | -23451 | -207243 | -132396 | -207243 |
Avg Bars in Trades | 59 | 69 | 49 | 59 | 69 | 49 |
Avg Bars in Winners | 127 | 164 | 97 | 127 | 164 | 97 |
Avg Bars in Losers | 24 | 28 | 19 | 24 | 28 | 19 |
Bars Traded | 3497 | 2076 | 1421 | 3497 | 2076 | 1421 |
Profit Streak | 258.9798 | 258.9798 | 259.4798 | 258.9798 | 258.9798 | 259.4798 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168234 | 350452 | -296430 | -173095 | 220982 | -288287 |
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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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