Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766745.8791 | 682168.1959 | 84577.6832 | -3659934.6294 | 4806556.9474 | -8466491.5768 |
Total P&L (%) | 766.7459 | 682.1682 | 84.5777 | -3659.9346 | 4806.5569 | -8466.4916 |
Avg Daily Profit (%) | 0.3067 | 0.2728 | 0.0338 | 0 | 0.1558 | 0 |
Buy And Hold Return (%) | 801.5161 | 801.5161 | 801.5161 | 801.5161 | 801.5161 | 801.5161 |
Max Trade Drawdown | -113943 | -83381 | -115906 | -11982717 | -1446232 | -10618231 |
Profit Factor | 2.9777 | 4.4069 | 1.4512 | 0.743 | 2.4198 | 0.22 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 19 | 19 | 34 | 18 | 16 |
Losing Trades | 21 | 10 | 11 | 25 | 11 | 14 |
Profitability (%) | 64.4068 | 65.5172 | 63.3333 | 57.6271 | 62.069 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6456 | 2.3194 | 0.8402 | 0.5463 | 1.4787 | 0.1925 |
Largest Winning Trade | 190524 | 190524 | 47255 | 4339720 | 4339720 | 574089 |
Largest Losing Trade | -113943 | -49632 | -113943 | -9597208 | -1050067 | -9597208 |
Avg Bars in Trades | 157 | 223 | 93 | 157 | 223 | 93 |
Avg Bars in Winners | 138 | 182 | 94 | 150 | 200 | 93 |
Avg Bars in Losers | 191 | 301 | 91 | 166 | 261 | 92 |
Bars Traded | 9285 | 6489 | 2796 | 9285 | 6489 | 2796 |
Profit Streak | 127.5763 | 127.5763 | 255.0763 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -327422 | -147234 | -311106 | -759289 | 432000 | -580393 |
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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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