Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499070.0023 | 1479035.9032 | 20034.0991 | 756720.1246 | 1071320.1525 | -314600.0279 |
Total P&L (%) | 1499.07 | 1479.0359 | 20.0341 | 756.7201 | 1071.3202 | -314.6 |
Avg Daily Profit (%) | 0.8234 | 0.8124 | 0.011 | 0.1181 | 0.1353 | 0 |
Buy And Hold Return (%) | 647.2772 | 647.2772 | 647.2772 | 647.2772 | 647.2772 | 647.2772 |
Max Trade Drawdown | -134424 | -148421 | -48490 | -2343394 | -2316074 | -649328 |
Profit Factor | 4.3252 | 5.2151 | 1.2005 | 1.1403 | 1.2544 | 0.7339 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 37.7049 | 33.3333 | 41.9355 | 37.7049 | 33.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.146 | 10.4303 | 1.6622 | 1.884 | 2.5088 | 1.0162 |
Largest Winning Trade | 823129 | 823129 | 28812 | 2462589 | 2462589 | 159408 |
Largest Losing Trade | -52845 | -52845 | -15544 | -1108299 | -1108299 | -274742 |
Avg Bars in Trades | 107 | 202 | 15 | 107 | 202 | 15 |
Avg Bars in Winners | 215 | 473 | 18 | 215 | 473 | 18 |
Avg Bars in Losers | 41 | 66 | 14 | 41 | 66 | 14 |
Bars Traded | 6558 | 6066 | 492 | 6558 | 6066 | 492 |
Profit Streak | 190.485 | 190.485 | 218.485 | 190.485 | 190.485 | 218.485 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153996 | 367220 | -345247 | -382940 | -26257 | -581035 |
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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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