Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649779.6344 | 1618558.8618 | 31220.7727 | 549635.715 | 2165445.6823 | -1615809.9673 |
Total P&L (%) | 1649.7796 | 1618.5589 | 31.2208 | 549.6357 | 2165.4457 | -1615.81 |
Avg Daily Profit (%) | 0.8935 | 0.8766 | 0.0169 | 0.1014 | 0.1691 | 0 |
Buy And Hold Return (%) | 178.0612 | 178.0612 | 178.0612 | 178.0612 | 178.0612 | 178.0612 |
Max Trade Drawdown | -169256 | -114057 | -97854 | -6123079 | -3442128 | -2899499 |
Profit Factor | 4.1954 | 7.3682 | 1.1191 | 1.0451 | 1.3615 | 0.739 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 39.3443 | 41.9355 | 36.6667 | 39.3443 | 41.9355 | 36.6667 |
Ratio Avg Win / Avg Loss | 6.468 | 10.2021 | 1.933 | 1.6112 | 1.8851 | 1.2764 |
Largest Winning Trade | 1515945 | 1515945 | 73949 | 3705851 | 3705851 | 864333 |
Largest Losing Trade | -37700 | -30551 | -37700 | -1697392 | -1550600 | -1697392 |
Avg Bars in Trades | 116 | 116 | 117 | 116 | 116 | 117 |
Avg Bars in Winners | 205 | 201 | 209 | 205 | 201 | 209 |
Avg Bars in Losers | 59 | 54 | 63 | 59 | 54 | 63 |
Bars Traded | 7112 | 3596 | 3516 | 7112 | 3596 | 3516 |
Profit Streak | 0 | 0 | 43.4976 | 0 | 0 | 43.4976 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149969 | 669043 | -429120 | -400437 | 222064 | -583790 |
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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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