Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1553459.0132 | 1540406.4611 | 13052.5521 | 143147.1834 | 146528.7612 | -3381.5778 |
Total P&L (%) | 1553.459 | 1540.4065 | 13.0526 | 143.1472 | 146.5288 | -3.3816 |
Avg Daily Profit (%) | 0.8328 | 0.8258 | 0.007 | 0.0476 | 0.0484 | -0.0018 |
Buy And Hold Return (%) | 25.5008 | 25.5008 | 25.5008 | 25.5008 | 25.5008 | 25.5008 |
Max Trade Drawdown | -149881 | -149305 | -33973 | -1526164 | -1478299 | -261062 |
Profit Factor | 4.184 | 6.0106 | 1.0723 | 1.0437 | 1.0623 | 0.9963 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 6.6564 | 13.357 | 1.2373 | 1.6605 | 2.3607 | 1.1496 |
Largest Winning Trade | 1545216 | 1545216 | 43130 | 1031940 | 1031940 | 183907 |
Largest Losing Trade | -48163 | -48163 | -33973 | -544840 | -544840 | -150601 |
Avg Bars in Trades | 125 | 155 | 93 | 125 | 155 | 93 |
Avg Bars in Winners | 178 | 231 | 141 | 178 | 231 | 141 |
Avg Bars in Losers | 91 | 121 | 51 | 91 | 121 | 51 |
Bars Traded | 7135 | 4517 | 2618 | 7135 | 4517 | 2618 |
Profit Streak | 34.2054 | 34.2054 | 83.7054 | 34.2054 | 34.2054 | 83.7054 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162827 | 533802 | -512107 | -484722 | -286872 | -600997 |
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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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