Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1579891.0178 | 1411817.4071 | 168073.6107 | 3295174.1416 | 4316788.7158 | -1021614.5743 |
Total P&L (%) | 1579.891 | 1411.8174 | 168.0736 | 3295.1741 | 4316.7887 | -1021.6146 |
Avg Daily Profit (%) | 0.8761 | 0.7829 | 0.0932 | 0.1957 | 0.2103 | 0 |
Buy And Hold Return (%) | 202.3879 | 202.3879 | 202.3879 | 202.3879 | 202.3879 | 202.3879 |
Max Trade Drawdown | -91287 | -84518 | -92837 | -6481247 | -3246319 | -6503710 |
Profit Factor | 4.6236 | 6.0985 | 2.0564 | 1.1746 | 1.4323 | 0.8851 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 55.9322 | 50 | 62.069 | 55.9322 | 50 | 62.069 |
Ratio Avg Win / Avg Loss | 3.6428 | 6.0985 | 1.2567 | 0.9254 | 1.4323 | 0.5409 |
Largest Winning Trade | 775504 | 775504 | 58283 | 6792245 | 6792245 | 2379371 |
Largest Losing Trade | -83008 | -34018 | -83008 | -6365163 | -1992805 | -6365163 |
Avg Bars in Trades | 86 | 97 | 74 | 86 | 97 | 74 |
Avg Bars in Winners | 101 | 115 | 89 | 101 | 115 | 89 |
Avg Bars in Losers | 66 | 79 | 50 | 66 | 79 | 50 |
Bars Traded | 5079 | 2915 | 2164 | 5079 | 2915 | 2164 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157979 | 773438 | -230007 | -200912 | 322946 | -579268 |
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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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