Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1671323.7667 | 1513349.3769 | 157974.3898 | 4013586.2849 | -93874.6676 | 4107460.9525 |
Total P&L (%) | 1671.3238 | 1513.3494 | 157.9744 | 4013.5863 | -93.8747 | 4107.461 |
Avg Daily Profit (%) | 0.9007 | 0.8156 | 0.0851 | 0.2005 | -0.1504 | 0.2017 |
Buy And Hold Return (%) | 89.863 | 89.863 | 89.863 | 89.863 | 89.863 | 89.863 |
Max Trade Drawdown | -70231 | -61495 | -32183 | -4435428 | -3256462 | -2125397 |
Profit Factor | 7.0895 | 10.224 | 2.431 | 1.321 | 0.986 | 1.7088 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 42.3729 | 33.3333 | 51.7241 | 42.3729 | 33.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 9.6417 | 20.4479 | 2.269 | 1.7966 | 1.972 | 1.5949 |
Largest Winning Trade | 1449685 | 1449685 | 59032 | 2813866 | 2338366 | 2813866 |
Largest Losing Trade | -29555 | -25767 | -29555 | -2044670 | -956030 | -2044670 |
Avg Bars in Trades | 58 | 41 | 76 | 58 | 41 | 76 |
Avg Bars in Winners | 108 | 88 | 121 | 108 | 88 | 121 |
Avg Bars in Losers | 21 | 17 | 28 | 21 | 17 | 28 |
Bars Traded | 3461 | 1232 | 2229 | 3461 | 1232 | 2229 |
Profit Streak | 41.7938 | 41.7938 | 47.7938 | 41.7938 | 41.7938 | 47.7938 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159697 | 566251 | -82430 | -172113 | -583978 | 432716 |
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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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