Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759540.5496 | 688553.871 | 70986.6786 | 4107085.0048 | 10204147.8943 | -6097062.8895 |
Total P&L (%) | 759.5406 | 688.5539 | 70.9867 | 4107.085 | 10204.1479 | -6097.0629 |
Avg Daily Profit (%) | 0.3038 | 0.2754 | 0.0284 | 0.1497 | 0.1856 | 0 |
Buy And Hold Return (%) | 766.3803 | 766.3803 | 766.3803 | 766.3803 | 766.3803 | 766.3803 |
Max Trade Drawdown | -108546 | -46807 | -94972 | -7790023 | -2072547 | -8248313 |
Profit Factor | 3.1968 | 5.5933 | 1.3625 | 1.2809 | 3.25 | 0.3954 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 52.5424 | 55.1724 | 50 | 52.5424 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 2.8874 | 4.5445 | 1.3625 | 1.157 | 2.6407 | 0.3954 |
Largest Winning Trade | 313627 | 313627 | 50375 | 7984812 | 7984812 | 1168725 |
Largest Losing Trade | -56396 | -26834 | -56396 | -5355714 | -1388680 | -5355714 |
Avg Bars in Trades | 157 | 237 | 80 | 157 | 237 | 80 |
Avg Bars in Winners | 189 | 264 | 109 | 189 | 264 | 109 |
Avg Bars in Losers | 122 | 204 | 52 | 122 | 204 | 52 |
Bars Traded | 9313 | 6886 | 2427 | 9313 | 6886 | 2427 |
Profit Streak | 90.2653 | 97.2653 | 90.2653 | 90.2653 | 97.2653 | 90.2653 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328953 | -147690 | -319751 | -172165 | 550871 | -580266 |
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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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