Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571866.9771 | 1527508.1606 | 44358.8166 | -5717638.6413 | 314164.8995 | -6031803.5409 |
Total P&L (%) | 1571.867 | 1527.5082 | 44.3588 | -5717.6386 | 314.1649 | -6031.8035 |
Avg Daily Profit (%) | 0.8752 | 0.8505 | 0.0247 | 0 | 0.0792 | 0 |
Buy And Hold Return (%) | 176.8074 | 176.8074 | 176.8074 | 176.8074 | 176.8074 | 176.8074 |
Max Trade Drawdown | -144162 | -46482 | -138172 | -7312929 | -3215937 | -6360923 |
Profit Factor | 4.9809 | 11.7718 | 1.1753 | 0.6907 | 1.0444 | 0.4712 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 12 | 17 | 26 | 16 | 10 |
Losing Trades | 29 | 17 | 12 | 32 | 13 | 19 |
Profitability (%) | 50 | 41.3793 | 58.6207 | 44.8276 | 55.1724 | 34.4828 |
Ratio Avg Win / Avg Loss | 4.9809 | 16.6767 | 0.8296 | 0.8502 | 0.8485 | 0.8952 |
Largest Winning Trade | 955428 | 955428 | 86753 | 1726931 | 1726931 | 1680128 |
Largest Losing Trade | -135800 | -28881 | -135800 | -2601314 | -2091935 | -2601314 |
Avg Bars in Trades | 59 | 44 | 74 | 59 | 44 | 74 |
Avg Bars in Winners | 90 | 77 | 99 | 38 | 35 | 44 |
Avg Bars in Losers | 28 | 21 | 39 | 76 | 55 | 90 |
Bars Traded | 3462 | 1296 | 2166 | 3462 | 1296 | 2166 |
Profit Streak | 0 | 0 | 0 | 38.3847 | 38.3847 | 40.8847 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158487 | 659897 | -353954 | -761300 | -267878 | -586318 |
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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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