Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371165.6305 | 1385681.1052 | -14515.4746 | -219603.6056 | 6256064.0006 | -6475667.6061 |
Total P&L (%) | 1371.1656 | 1385.6811 | -14.5155 | -219.6036 | 6256.064 | -6475.6676 |
Avg Daily Profit (%) | 0.7614 | 0.7695 | -0.0081 | 0 | 0.2308 | 0 |
Buy And Hold Return (%) | 368.2986 | 368.2986 | 368.2986 | 368.2986 | 368.2986 | 368.2986 |
Max Trade Drawdown | -138432 | -127640 | -111410 | -6294344 | -289994 | -6584788 |
Profit Factor | 3.0895 | 5.2975 | 0.9565 | 0.9714 | 11.57 | 0.0866 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 9 | 15 | 37 | 23 | 14 |
Losing Trades | 36 | 21 | 15 | 23 | 7 | 16 |
Profitability (%) | 40 | 30 | 50 | 61.6667 | 76.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.6343 | 12.3609 | 0.9565 | 0.6039 | 3.5213 | 0.099 |
Largest Winning Trade | 1048023 | 1048023 | 58628 | 5147515 | 5147515 | 172627 |
Largest Losing Trade | -107739 | -35664 | -107739 | -6075088 | -169490 | -6075088 |
Avg Bars in Trades | 115 | 114 | 115 | 115 | 114 | 115 |
Avg Bars in Winners | 169 | 174 | 167 | 93 | 107 | 69 |
Avg Bars in Losers | 78 | 89 | 64 | 150 | 137 | 155 |
Bars Traded | 6912 | 3447 | 3465 | 6912 | 3447 | 3465 |
Profit Streak | 0 | 0 | 0 | 166.9024 | 294.9024 | 166.9024 |
Trades During Streak | 0 | 0 | 0 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161395 | 383749 | -580825 | -751297 | 778651 | -580767 |
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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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