Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564248.1897 | 509070.1983 | 55177.9914 | 232055.7986 | 4861496.7357 | -4629440.9371 |
Total P&L (%) | 564.2482 | 509.0702 | 55.178 | 232.0558 | 4861.4967 | -4629.4409 |
Avg Daily Profit (%) | 0.2256 | 0.2035 | 0.0221 | 0.048 | 0.1562 | 0 |
Buy And Hold Return (%) | 749.195 | 749.195 | 749.195 | 749.195 | 749.195 | 749.195 |
Max Trade Drawdown | -95843 | -73818 | -95843 | -4379418 | -941571 | -4982009 |
Profit Factor | 2.7536 | 6.4359 | 1.2419 | 1.0295 | 5.3709 | 0.3139 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 67.7966 | 72.4138 | 63.3333 | 67.7966 | 72.4138 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.3079 | 2.4518 | 0.719 | 0.489 | 2.046 | 0.1817 |
Largest Winning Trade | 130402 | 130402 | 32304 | 2397340 | 2397340 | 298974 |
Largest Losing Trade | -95843 | -43281 | -95843 | -4379418 | -504116 | -4379418 |
Avg Bars in Trades | 120 | 120 | 121 | 120 | 120 | 121 |
Avg Bars in Winners | 112 | 113 | 111 | 112 | 113 | 111 |
Avg Bars in Losers | 138 | 139 | 137 | 138 | 139 | 137 |
Bars Traded | 7129 | 3497 | 3632 | 7129 | 3497 | 3632 |
Profit Streak | 15.9081 | 801.5748 | 15.9081 | 15.9081 | 801.5748 | 15.9081 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -329500 | -144924 | -328846 | -660425 | 707291 | -578518 |
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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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