Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700374.4302 | 693535.708 | 6838.7222 | 16588.0212 | -278876.8028 | 295464.8239 |
Total P&L (%) | 700.3744 | 693.5357 | 6.8387 | 16.588 | -278.8768 | 295.4648 |
Avg Daily Profit (%) | 0.3661 | 0.3625 | 0.0036 | 0.008 | 0 | 0.0719 |
Buy And Hold Return (%) | 37.6444 | 37.6444 | 37.6444 | 37.6444 | 37.6444 | 37.6444 |
Max Trade Drawdown | -220595 | -138017 | -136863 | -1465423 | -1019014 | -1058341 |
Profit Factor | 2.8405 | 4.0987 | 1.0436 | 1.0067 | 0.7881 | 1.253 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 37.7049 | 41.9355 | 33.3333 | 37.7049 | 41.9355 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.6931 | 5.6751 | 2.0873 | 1.6632 | 1.0912 | 2.506 |
Largest Winning Trade | 838302 | 838302 | 49053 | 746887 | 746887 | 404221 |
Largest Losing Trade | -43807 | -29770 | -43807 | -690443 | -302276 | -690443 |
Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
Avg Bars in Winners | 85 | 84 | 86 | 85 | 84 | 86 |
Avg Bars in Losers | 42 | 57 | 28 | 42 | 57 | 28 |
Bars Traded | 3566 | 2123 | 1443 | 3566 | 2123 | 1443 |
Profit Streak | 0 | 0 | 37.6511 | 0 | 0 | 37.6511 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156179 | 481853 | -530770 | -731016 | -582287 | -101575 |
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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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