Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4830506.2589 | 4921226.5031 | -90720.2442 | -428808.9377 | -712035.2968 | 283226.3591 |
Total P&L (%) | 4830.5063 | 4921.2265 | -90.7202 | -428.8089 | -712.0353 | 283.2264 |
Avg Daily Profit (%) | 2.0396 | 2.0779 | -0.0383 | 0 | 0 | 0.0567 |
Buy And Hold Return (%) | 468.7277 | 468.7277 | 468.7277 | 468.7277 | 468.7277 | 468.7277 |
Max Trade Drawdown | -211752 | -109403 | -179104 | -3376037 | -1921806 | -1456871 |
Profit Factor | 9.1739 | 25.6382 | 0.7681 | 0.9253 | 0.7075 | 1.0857 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 15 | 17 | 28 | 13 | 15 |
Losing Trades | 27 | 14 | 13 | 31 | 16 | 15 |
Profitability (%) | 54.2373 | 51.7241 | 56.6667 | 47.4576 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 7.7405 | 23.9289 | 0.5874 | 1.0244 | 0.8708 | 1.0857 |
Largest Winning Trade | 5031587 | 5031587 | 57801 | 1507982 | 582212 | 1507982 |
Largest Losing Trade | -146059 | -40382 | -146059 | -1385666 | -1385666 | -687442 |
Avg Bars in Trades | 114 | 100 | 128 | 114 | 100 | 128 |
Avg Bars in Winners | 137 | 132 | 140 | 87 | 59 | 111 |
Avg Bars in Losers | 87 | 65 | 111 | 139 | 133 | 145 |
Bars Traded | 6756 | 2909 | 3846 | 6756 | 2909 | 3846 |
Profit Streak | 24.1121 | 232.4454 | 24.1121 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155150 | 875781 | -579416 | -759599 | -582844 | -409221 |
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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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