Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907077.5173 | 790070.9697 | 117006.5476 | 14369293.0647 | 14723590.8666 | -354297.8019 |
Total P&L (%) | 907.0775 | 790.071 | 117.0065 | 14369.2931 | 14723.5909 | -354.2978 |
Avg Daily Profit (%) | 0.3626 | 0.3158 | 0.0468 | 0.1991 | 0.2 | 0 |
Buy And Hold Return (%) | 762.7095 | 762.7095 | 762.7095 | 762.7095 | 762.7095 | 762.7095 |
Max Trade Drawdown | -97591 | -32912 | -78616 | -3704099 | -1233949 | -3282191 |
Profit Factor | 3.8971 | 7.8436 | 1.592 | 2.8619 | 6.139 | 0.927 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 53.3333 | 60 | 46.6667 | 53.3333 | 60 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.41 | 5.2291 | 1.8194 | 2.5042 | 4.0927 | 1.0594 |
Largest Winning Trade | 298805 | 298805 | 61273 | 8426276 | 8426276 | 1246439 |
Largest Losing Trade | -49094 | -32912 | -49094 | -1810127 | -1233949 | -1810127 |
Avg Bars in Trades | 119 | 132 | 107 | 119 | 132 | 107 |
Avg Bars in Winners | 146 | 156 | 132 | 146 | 156 | 132 |
Avg Bars in Losers | 89 | 95 | 85 | 89 | 95 | 85 |
Bars Traded | 7179 | 3963 | 3216 | 7179 | 3963 | 3216 |
Profit Streak | 83.263 | 111.263 | 0 | 83.263 | 111.263 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262985 | -135249 | -294587 | -159016 | 661592 | -580455 |
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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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