Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627119.3049 | 546615.7882 | 80503.5167 | 2012526.3073 | 6197596.7282 | -4185070.4209 |
Total P&L (%) | 627.1193 | 546.6158 | 80.5035 | 2012.5263 | 6197.5967 | -4185.0704 |
Avg Daily Profit (%) | 0.2509 | 0.2187 | 0.0322 | 0.1221 | 0.1659 | 0 |
Buy And Hold Return (%) | 896.9906 | 896.9906 | 896.9906 | 896.9906 | 896.9906 | 896.9906 |
Max Trade Drawdown | -112506 | -101821 | -111304 | -6344779 | -2274196 | -6352846 |
Profit Factor | 2.8513 | 3.9532 | 1.5239 | 1.2114 | 3.2332 | 0.3796 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 69.4915 | 62.069 | 76.6667 | 69.4915 | 62.069 | 76.6667 |
Ratio Avg Win / Avg Loss | 1.2518 | 2.4158 | 0.4638 | 0.5318 | 1.9758 | 0.1155 |
Largest Winning Trade | 135828 | 135828 | 27197 | 4218031 | 4218031 | 305917 |
Largest Losing Trade | -80340 | -47935 | -80340 | -5883657 | -989670 | -5883657 |
Avg Bars in Trades | 231 | 426 | 43 | 231 | 426 | 43 |
Avg Bars in Winners | 188 | 381 | 38 | 188 | 381 | 38 |
Avg Bars in Losers | 329 | 500 | 60 | 329 | 500 | 60 |
Bars Traded | 13660 | 12365 | 1295 | 13660 | 12365 | 1295 |
Profit Streak | 124.0624 | 124.0624 | 246.8958 | 124.0624 | 124.0624 | 246.8958 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328525 | -148084 | -311066 | -212497 | 588020 | -575992 |
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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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