Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2529928.5105 | 2481086.3912 | 48842.1193 | -30252.9923 | -181547.881 | 151294.8886 |
Total P&L (%) | 2529.9285 | 2481.0864 | 48.8421 | -30.253 | -181.5479 | 151.2949 |
Avg Daily Profit (%) | 1.4139 | 1.3866 | 0.0273 | -0.0201 | 0 | 0.0515 |
Buy And Hold Return (%) | 226.374 | 226.374 | 226.374 | 226.374 | 226.374 | 226.374 |
Max Trade Drawdown | -204497 | -213108 | -17503 | -2017455 | -1986157 | -70992 |
Profit Factor | 6.6 | 7.1136 | 2.0631 | 0.9869 | 0.9174 | 2.4684 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 61.0169 | 48.2759 | 73.3333 | 61.0169 | 48.2759 | 73.3333 |
Ratio Avg Win / Avg Loss | 4.2167 | 7.6218 | 0.7502 | 0.6305 | 0.9829 | 0.8976 |
Largest Winning Trade | 2735523 | 2735523 | 12513 | 1850718 | 1850718 | 162064 |
Largest Losing Trade | -71472 | -71472 | -9376 | -1018997 | -1018997 | -57269 |
Avg Bars in Trades | 148 | 291 | 9 | 148 | 291 | 9 |
Avg Bars in Winners | 121 | 299 | 8 | 121 | 299 | 8 |
Avg Bars in Losers | 190 | 284 | 14 | 190 | 284 | 14 |
Bars Traded | 8751 | 8457 | 294 | 8751 | 8457 | 294 |
Profit Streak | 154.6609 | 154.6609 | 186.6609 | 154.6609 | 154.6609 | 186.6609 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154492 | 793926 | -316432 | -757497 | -580927 | -283363 |
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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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