Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5924571.9643 | 6058243.244 | -133671.2797 | 100637.4759 | 547272.2597 | -446634.7838 |
Total P&L (%) | 5924.572 | 6058.2432 | -133.6713 | 100.6375 | 547.2723 | -446.6348 |
Avg Daily Profit (%) | 3.0174 | 3.0854 | -0.0681 | 0.0355 | 0.0952 | 0 |
Buy And Hold Return (%) | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 |
Max Trade Drawdown | -157472 | -74872 | -137546 | -1418771 | -529941 | -931424 |
Profit Factor | 11.84 | 23.3193 | 0.5141 | 1.0501 | 1.6751 | 0.6269 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 41.6667 | 46.6667 | 36.6667 | 41.6667 | 46.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 16.5761 | 26.6507 | 0.888 | 1.4702 | 1.9144 | 1.0828 |
Largest Winning Trade | 6096570 | 6096570 | 58611 | 812887 | 812887 | 581070 |
Largest Losing Trade | -67010 | -49506 | -67010 | -799633 | -253301 | -799633 |
Avg Bars in Trades | 114 | 177 | 52 | 114 | 177 | 52 |
Avg Bars in Winners | 160 | 238 | 61 | 160 | 238 | 61 |
Avg Bars in Losers | 82 | 124 | 47 | 82 | 124 | 47 |
Bars Traded | 6889 | 5322 | 1567 | 6889 | 5322 | 1567 |
Profit Streak | 528.5921 | 530.8421 | 528.5921 | 528.5921 | 530.8421 | 528.5921 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155034 | 733916 | -585426 | -652363 | -228497 | -583760 |
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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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