Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007085.6168 | 845292.6417 | 161792.9751 | 15908315.4994 | 15515282.5743 | 393032.9251 |
Total P&L (%) | 1007.0856 | 845.2926 | 161.793 | 15908.3155 | 15515.2826 | 393.0329 |
Avg Daily Profit (%) | 0.4028 | 0.3381 | 0.0647 | 0.2032 | 0.2022 | 0.0638 |
Buy And Hold Return (%) | 816.0999 | 816.0999 | 816.0999 | 816.0999 | 816.0999 | 816.0999 |
Max Trade Drawdown | -81643 | -44570 | -81643 | -1446509 | -1279324 | -1314303 |
Profit Factor | 4.3599 | 10.9534 | 1.7532 | 4.3168 | 8.3935 | 1.1457 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 62.069 | 62.069 | 62.069 | 62.069 | 62.069 | 62.069 |
Ratio Avg Win / Avg Loss | 2.6644 | 6.6938 | 1.0714 | 2.638 | 5.1294 | 0.7001 |
Largest Winning Trade | 351138 | 351138 | 50225 | 9988806 | 9988806 | 441501 |
Largest Losing Trade | -81643 | -22406 | -81643 | -1314303 | -1276622 | -1314303 |
Avg Bars in Trades | 118 | 128 | 108 | 118 | 128 | 108 |
Avg Bars in Winners | 131 | 123 | 139 | 131 | 123 | 139 |
Avg Bars in Losers | 97 | 137 | 57 | 97 | 137 | 57 |
Bars Traded | 6875 | 3738 | 3137 | 6875 | 3738 | 3137 |
Profit Streak | 82.3414 | 113.0081 | 0 | 82.3414 | 113.0081 | 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 | -253251 | -134830 | -268583 | -162018 | 671664 | -333908 |
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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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