Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1163919.5495 | 1144918.8523 | 19000.6972 | 747897.3149 | 676705.0305 | 71192.2844 |
Total P&L (%) | 1163.9195 | 1144.9189 | 19.0007 | 747.8973 | 676.705 | 71.1923 |
Avg Daily Profit (%) | 0.4656 | 0.458 | 0.0076 | 0.0855 | 0.082 | 0.0215 |
Buy And Hold Return (%) | 258.6485 | 258.6485 | 258.6485 | 258.6485 | 258.6485 | 258.6485 |
Max Trade Drawdown | -129395 | -70792 | -69053 | -3646444 | -2196652 | -1465519 |
Profit Factor | 3.7404 | 4.9863 | 1.1382 | 1.1142 | 1.1506 | 1.0347 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 41.3793 | 48.2759 | 34.4828 | 41.3793 | 48.2759 | 34.4828 |
Ratio Avg Win / Avg Loss | 5.2988 | 5.3425 | 2.1625 | 1.5785 | 1.2328 | 1.9658 |
Largest Winning Trade | 1043899 | 1043899 | 50502 | 1856616 | 1856616 | 691396 |
Largest Losing Trade | -32585 | -29187 | -32585 | -1270382 | -1270382 | -577103 |
Avg Bars in Trades | 249 | 360 | 138 | 249 | 360 | 138 |
Avg Bars in Winners | 392 | 523 | 209 | 392 | 523 | 209 |
Avg Bars in Losers | 148 | 208 | 101 | 148 | 208 | 101 |
Bars Traded | 14473 | 10452 | 4021 | 14473 | 10452 | 4021 |
Profit Streak | 87.4474 | 97.4474 | 0 | 87.4474 | 97.4474 | 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 | -166892 | 591038 | -421973 | -357598 | -141097 | -517289 |
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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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