Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1885777.3391 | 1864490.7021 | 21286.637 | 143560.4942 | 1699029.6567 | -1555469.1626 |
Total P&L (%) | 1885.7773 | 1864.4907 | 21.2866 | 143.5605 | 1699.0297 | -1555.4692 |
Avg Daily Profit (%) | 1.0179 | 1.0064 | 0.0115 | 0.0481 | 0.1561 | 0 |
Buy And Hold Return (%) | 139.0244 | 139.0244 | 139.0244 | 139.0244 | 139.0244 | 139.0244 |
Max Trade Drawdown | -185236 | -111261 | -135685 | -2855297 | -376028 | -2743753 |
Profit Factor | 4.3226 | 8.3927 | 1.0675 | 1.0374 | 3.4147 | 0.5044 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 46.6667 | 43.3333 | 50 | 46.6667 | 43.3333 | 50 |
Ratio Avg Win / Avg Loss | 4.9402 | 10.9751 | 1.0675 | 1.1856 | 4.4654 | 0.5044 |
Largest Winning Trade | 1721552 | 1721552 | 57599 | 1721552 | 1721552 | 1049213 |
Largest Losing Trade | -84528 | -38726 | -84528 | -2498710 | -148195 | -2498710 |
Avg Bars in Trades | 89 | 124 | 54 | 89 | 124 | 54 |
Avg Bars in Winners | 130 | 209 | 62 | 130 | 209 | 62 |
Avg Bars in Losers | 53 | 60 | 46 | 53 | 60 | 46 |
Bars Traded | 5378 | 3744 | 1634 | 5378 | 3744 | 1634 |
Profit Streak | 46.6508 | 0 | 76.9842 | 46.6508 | 0 | 76.9842 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153584 | 692398 | -489028 | -638015 | 415900 | -580267 |
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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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