Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942809.3983 | 895664.1545 | 47145.2438 | 12976061.4637 | 14480336.352 | -1504274.8882 |
Total P&L (%) | 942.8094 | 895.6642 | 47.1452 | 12976.0615 | 14480.3364 | -1504.2749 |
Avg Daily Profit (%) | 0.3838 | 0.3646 | 0.0192 | 0.1986 | 0.203 | 0 |
Buy And Hold Return (%) | 4187.39 | 4187.39 | 4187.39 | 4187.39 | 4187.39 | 4187.39 |
Max Trade Drawdown | -114000 | -89353 | -79962 | -6969663 | -5788892 | -5214596 |
Profit Factor | 3.3044 | 6.5986 | 1.1892 | 1.5113 | 2.2813 | 0.8931 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 51.7241 | 55.1724 | 48.2759 | 51.7241 | 55.1724 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.0841 | 5.3613 | 1.2742 | 1.4106 | 1.8536 | 0.9569 |
Largest Winning Trade | 272470 | 272470 | 47144 | 5484268 | 5484268 | 3117693 |
Largest Losing Trade | -43374 | -26844 | -43374 | -3139412 | -2698931 | -3139412 |
Avg Bars in Trades | 120 | 130 | 110 | 120 | 130 | 110 |
Avg Bars in Winners | 145 | 158 | 129 | 145 | 158 | 129 |
Avg Bars in Losers | 94 | 96 | 91 | 94 | 96 | 91 |
Bars Traded | 6992 | 3798 | 3194 | 6992 | 3798 | 3194 |
Profit Streak | 128.5115 | 128.5115 | 250.1782 | 128.5115 | 128.5115 | 250.1782 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328168 | -146622 | -345135 | -171939 | 391871 | -580532 |
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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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