Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924290.2124 | 806706.1239 | 117584.0885 | 10544513.9569 | 13214584.9051 | -2670070.9482 |
Total P&L (%) | 924.2902 | 806.7061 | 117.5841 | 10544.514 | 13214.5849 | -2670.0709 |
Avg Daily Profit (%) | 0.3697 | 0.3226 | 0.047 | 0.1869 | 0.1958 | 0 |
Buy And Hold Return (%) | 855.0193 | 855.0193 | 855.0193 | 855.0193 | 855.0193 | 855.0193 |
Max Trade Drawdown | -120450 | -85383 | -84339 | -5660808 | -2264681 | -5606057 |
Profit Factor | 4.0289 | 8.2433 | 1.6068 | 1.982 | 5.9947 | 0.6701 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 67.7966 | 63.3333 | 72.4138 | 67.7966 | 63.3333 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.9137 | 4.7724 | 0.6121 | 0.9414 | 3.4706 | 0.2553 |
Largest Winning Trade | 368705 | 368705 | 57141 | 8722515 | 8722515 | 1290743 |
Largest Losing Trade | -58455 | -46373 | -58455 | -5606057 | -1262816 | -5606057 |
Avg Bars in Trades | 118 | 109 | 127 | 118 | 109 | 127 |
Avg Bars in Winners | 125 | 116 | 134 | 125 | 116 | 134 |
Avg Bars in Losers | 102 | 97 | 108 | 102 | 97 | 108 |
Bars Traded | 6977 | 3285 | 3692 | 6977 | 3285 | 3692 |
Profit Streak | 63.2912 | 89.9579 | 0 | 63.2912 | 89.9579 | 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 | -300635 | -145924 | -292767 | -167720 | 675575 | -577927 |
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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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