Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835199.0586 | 752684.186 | 82514.8726 | 5225996.3859 | 7418783.4321 | -2192787.0462 |
Total P&L (%) | 835.1991 | 752.6842 | 82.5149 | 5225.9964 | 7418.7834 | -2192.787 |
Avg Daily Profit (%) | 0.334 | 0.301 | 0.033 | 0.1591 | 0.1729 | 0 |
Buy And Hold Return (%) | 922.5498 | 922.5498 | 922.5498 | 922.5498 | 922.5498 | 922.5498 |
Max Trade Drawdown | -90800 | -42311 | -78129 | -3500645 | -1933599 | -3923732 |
Profit Factor | 3.0515 | 5.8482 | 1.3276 | 1.502 | 2.6609 | 0.631 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 54.2373 | 58.6207 | 50 | 54.2373 | 58.6207 | 50 |
Ratio Avg Win / Avg Loss | 2.5747 | 4.1281 | 1.3276 | 1.2673 | 1.8783 | 0.631 |
Largest Winning Trade | 316768 | 316768 | 53115 | 5858340 | 5858340 | 1149295 |
Largest Losing Trade | -58887 | -37513 | -58887 | -1933599 | -1933599 | -1759348 |
Avg Bars in Trades | 123 | 129 | 117 | 123 | 129 | 117 |
Avg Bars in Winners | 136 | 132 | 141 | 136 | 132 | 141 |
Avg Bars in Losers | 107 | 124 | 92 | 107 | 124 | 92 |
Bars Traded | 7263 | 3741 | 3522 | 7263 | 3741 | 3522 |
Profit Streak | 0 | 162.9712 | 0 | 0 | 162.9712 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -329715 | -146431 | -314376 | -170833 | 536772 | -580825 |
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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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