Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1949174.9018 | 1776125.0296 | 173049.8721 | 8820536.5664 | -4138508.4187 | 12959044.9852 |
Total P&L (%) | 1949.1749 | 1776.125 | 173.0499 | 8820.5366 | -4138.5084 | 12959.045 |
Avg Daily Profit (%) | 1.051 | 0.9577 | 0.0933 | 0.2424 | 0 | 0.263 |
Buy And Hold Return (%) | 67.7735 | 67.7735 | 67.7735 | 67.7735 | 67.7735 | 67.7735 |
Max Trade Drawdown | -94632 | -74344 | -41942 | -19284889 | -16251368 | -7161151 |
Profit Factor | 7.5366 | 12.2429 | 2.2342 | 1.1844 | 0.8395 | 1.5875 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 43.3333 | 44.8276 | 44.0678 | 43.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 9.5657 | 16.0099 | 2.7497 | 1.5032 | 1.0978 | 1.9539 |
Largest Winning Trade | 1567136 | 1567136 | 64465 | 9580339 | 9580339 | 7883609 |
Largest Losing Trade | -25973 | -18868 | -25973 | -5076633 | -4755768 | -5076633 |
Avg Bars in Trades | 88 | 68 | 108 | 88 | 68 | 108 |
Avg Bars in Winners | 147 | 107 | 186 | 147 | 107 | 186 |
Avg Bars in Losers | 41 | 38 | 45 | 41 | 38 | 45 |
Bars Traded | 5204 | 2054 | 3150 | 5204 | 2054 | 3150 |
Profit Streak | 37.4236 | 40.7569 | 0 | 37.4236 | 40.7569 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159350 | 710636 | -69722 | -189481 | -581202 | 340633 |
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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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