Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746526.0165 | 612500.2817 | 134025.7348 | 7343223.7359 | 13503799.5959 | -6160575.86 |
Total P&L (%) | 746.526 | 612.5003 | 134.0257 | 7343.2237 | 13503.7996 | -6160.5759 |
Avg Daily Profit (%) | 0.2986 | 0.245 | 0.0536 | 0.1725 | 0.1967 | 0 |
Buy And Hold Return (%) | 691.9373 | 691.9373 | 691.9373 | 691.9373 | 691.9373 | 691.9373 |
Max Trade Drawdown | -73531 | -61236 | -74641 | -8847472 | -1474884 | -10205653 |
Profit Factor | 3.3162 | 7.2662 | 1.5968 | 1.4919 | 7.9003 | 0.5251 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 70.6897 | 65.5172 | 75.8621 | 70.6897 | 65.5172 | 75.8621 |
Ratio Avg Win / Avg Loss | 1.375 | 3.8243 | 0.5081 | 0.6186 | 4.158 | 0.1671 |
Largest Winning Trade | 139578 | 139578 | 32184 | 7009994 | 7009994 | 1025587 |
Largest Losing Trade | -73531 | -36627 | -73531 | -8847472 | -849455 | -8847472 |
Avg Bars in Trades | 168 | 171 | 165 | 168 | 171 | 165 |
Avg Bars in Winners | 158 | 165 | 151 | 158 | 165 | 151 |
Avg Bars in Losers | 192 | 181 | 207 | 192 | 181 | 207 |
Bars Traded | 9753 | 4959 | 4794 | 9753 | 4959 | 4794 |
Profit Streak | 190.9402 | 457.6902 | 190.9402 | 190.9402 | 457.6902 | 190.9402 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -302556 | -145497 | -282601 | -168039 | 715245 | -576506 |
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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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