Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847865.7332 | 783569.5419 | 64296.1913 | -1734794.2625 | 5576986.2712 | -7311780.5337 |
Total P&L (%) | 847.8657 | 783.5695 | 64.2962 | -1734.7943 | 5576.9863 | -7311.7805 |
Avg Daily Profit (%) | 0.339 | 0.3133 | 0.0257 | 0 | 0.1616 | 0 |
Buy And Hold Return (%) | 809.1749 | 809.1749 | 809.1749 | 809.1749 | 809.1749 | 809.1749 |
Max Trade Drawdown | -178018 | -73340 | -161699 | -12479583 | -2392485 | -11320237 |
Profit Factor | 2.9293 | 7.5541 | 1.201 | 0.8879 | 2.7812 | 0.4074 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 16 | 19 | 34 | 18 | 16 |
Losing Trades | 23 | 13 | 10 | 24 | 11 | 13 |
Profitability (%) | 60.3448 | 55.1724 | 65.5172 | 58.6207 | 62.069 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.925 | 6.1377 | 0.6321 | 0.6267 | 1.6996 | 0.331 |
Largest Winning Trade | 348202 | 348202 | 59004 | 4838967 | 4838967 | 1819023 |
Largest Losing Trade | -111430 | -31405 | -111430 | -10854296 | -1999542 | -10854296 |
Avg Bars in Trades | 78 | 90 | 67 | 78 | 90 | 67 |
Avg Bars in Winners | 97 | 104 | 91 | 61 | 80 | 41 |
Avg Bars in Losers | 51 | 73 | 22 | 103 | 107 | 99 |
Bars Traded | 4580 | 2623 | 1957 | 4580 | 2623 | 1957 |
Profit Streak | 0 | 0 | 0 | 72.0325 | 72.0325 | 195.5325 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -314241 | -147627 | -324538 | -758193 | 540474 | -579187 |
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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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