Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501636.0045 | 1496692.523 | 4943.4815 | 686981.6323 | 1037347.8045 | -350366.1722 |
Total P&L (%) | 1501.636 | 1496.6925 | 4.9435 | 686.9816 | 1037.3478 | -350.3662 |
Avg Daily Profit (%) | 0.825 | 0.8222 | 0.0027 | 0.1134 | 0.1337 | 0 |
Buy And Hold Return (%) | 652.5322 | 652.5322 | 652.5322 | 652.5322 | 652.5322 | 652.5322 |
Max Trade Drawdown | -192191 | -165920 | -37816 | -4343903 | -3675114 | -739267 |
Profit Factor | 3.9917 | 4.5236 | 1.0641 | 1.0932 | 1.1618 | 0.6347 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 34.4828 | 43.3333 | 38.9831 | 34.4828 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.2479 | 8.5948 | 1.3915 | 1.7111 | 2.2075 | 0.83 |
Largest Winning Trade | 673909 | 673909 | 35570 | 4041441 | 4041441 | 259941 |
Largest Losing Trade | -57681 | -57681 | -9574 | -1788562 | -1788562 | -381834 |
Avg Bars in Trades | 110 | 219 | 6 | 110 | 219 | 6 |
Avg Bars in Winners | 173 | 389 | 6 | 173 | 389 | 6 |
Avg Bars in Losers | 71 | 129 | 5 | 71 | 129 | 5 |
Bars Traded | 6543 | 6363 | 180 | 6543 | 6363 | 180 |
Profit Streak | 133.3155 | 133.3155 | 200.8155 | 133.3155 | 133.3155 | 200.8155 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167348 | 366437 | -506408 | -490110 | -70707 | -582163 |
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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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