Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401827.8132 | 398200.3033 | 3627.5099 | -4873089.3004 | 4790765.2261 | -9663854.5265 |
Total P&L (%) | 401.8278 | 398.2003 | 3.6275 | -4873.0893 | 4790.7652 | -9663.8545 |
Avg Daily Profit (%) | 0.1607 | 0.1592 | 0.0015 | 0 | 0.1557 | 0 |
Buy And Hold Return (%) | 899.6455 | 899.6455 | 899.6455 | 899.6455 | 899.6455 | 899.6455 |
Max Trade Drawdown | -158774 | -52959 | -158774 | -12007557 | -951359 | -11486482 |
Profit Factor | 2.1815 | 4.9977 | 1.0151 | 0.6691 | 3.1436 | 0.2263 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 37 | 18 | 19 | 36 | 17 | 19 |
Losing Trades | 22 | 12 | 10 | 23 | 13 | 10 |
Profitability (%) | 62.7119 | 60 | 65.5172 | 61.0169 | 56.6667 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.2971 | 3.3318 | 0.5343 | 0.4275 | 2.404 | 0.1191 |
Largest Winning Trade | 73590 | 73590 | 31325 | 2704530 | 2704530 | 677630 |
Largest Losing Trade | -158774 | -29522 | -158774 | -11486482 | -521075 | -11486482 |
Avg Bars in Trades | 78 | 80 | 75 | 78 | 80 | 75 |
Avg Bars in Winners | 75 | 97 | 54 | 71 | 91 | 54 |
Avg Bars in Losers | 83 | 55 | 115 | 88 | 67 | 115 |
Bars Traded | 4620 | 2428 | 2192 | 4620 | 2428 | 2192 |
Profit Streak | 166.4881 | 518.4881 | 0 | 0 | 0 | 0 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -332725 | -148127 | -560294 | -758849 | 481189 | -578821 |
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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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