Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151756.8113 | 1220990.6645 | -69233.8532 | -71933.9123 | 31970.1027 | -103904.015 |
Total P&L (%) | 1151.7568 | 1220.9907 | -69.2339 | -71.9339 | 31.9701 | -103.904 |
Avg Daily Profit (%) | 0.6345 | 0.6726 | -0.0381 | -0.07 | 0.0153 | 0 |
Buy And Hold Return (%) | 689.8131 | 689.8131 | 689.8131 | 689.8131 | 689.8131 | 689.8131 |
Max Trade Drawdown | -139029 | -95392 | -101244 | -86520 | -21690 | -26865 |
Profit Factor | 2.903 | 5.8582 | 0.8044 | 0.6164 | 1.5848 | 0.2178 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 49.1228 | 55.1724 | 42.8571 | 49.1228 | 55.1724 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.0067 | 4.7598 | 1.0725 | 0.6384 | 1.2876 | 0.2905 |
Largest Winning Trade | 719427 | 719427 | 77343 | 28833 | 28833 | 8194 |
Largest Losing Trade | -96700 | -53288 | -96700 | -86520 | -11513 | -86520 |
Avg Bars in Trades | 121 | 131 | 110 | 121 | 131 | 110 |
Avg Bars in Winners | 142 | 156 | 125 | 142 | 156 | 125 |
Avg Bars in Losers | 100 | 101 | 98 | 100 | 101 | 98 |
Bars Traded | 6900 | 3818 | 3082 | 6900 | 3818 | 3082 |
Profit Streak | 56.2895 | 392.7895 | 56.2895 | 56.2895 | 392.7895 | 56.2895 |
Trades During Streak | 5 | 8 | 2 | 5 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170114 | 508701 | -601963 | -759095 | -334331 | -603629 |
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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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