Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1936746.5063 | 1990162.5097 | -53416.0034 | 45607.3379 | 699596.284 | -653988.9461 |
Total P&L (%) | 1936.7465 | 1990.1625 | -53.416 | 45.6073 | 699.5963 | -653.9889 |
Avg Daily Profit (%) | 0.8708 | 0.8949 | -0.024 | 0.0169 | 0.0935 | 0 |
Buy And Hold Return (%) | 276.4191 | 276.4191 | 276.4191 | 276.4191 | 276.4191 | 276.4191 |
Max Trade Drawdown | -214930 | -105242 | -113550 | -1640775 | -1026116 | -743583 |
Profit Factor | 5.0522 | 10.1505 | 0.7949 | 1.0185 | 1.5911 | 0.4886 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 54.2373 | 55.1724 | 53.3333 | 54.2373 | 55.1724 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.2628 | 8.2473 | 0.6956 | 0.8594 | 1.2928 | 0.4276 |
Largest Winning Trade | 2059595 | 2059595 | 49355 | 1534391 | 1534391 | 362516 |
Largest Losing Trade | -65624 | -65624 | -47730 | -560404 | -560404 | -517454 |
Avg Bars in Trades | 65 | 99 | 33 | 65 | 99 | 33 |
Avg Bars in Winners | 65 | 87 | 43 | 65 | 87 | 43 |
Avg Bars in Losers | 66 | 113 | 22 | 66 | 113 | 22 |
Bars Traded | 3884 | 2874 | 1009 | 3884 | 2874 | 1009 |
Profit Streak | 148.607 | 148.607 | 341.107 | 148.607 | 148.607 | 341.107 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156476 | 840767 | -579049 | -715414 | -67782 | -579049 |
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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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