Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560643.8063 | 491433.2649 | 69210.5414 | 1738522.3559 | 6587149.0283 | -4848626.6724 |
Total P&L (%) | 560.6438 | 491.4333 | 69.2105 | 1738.5224 | 6587.149 | -4848.6267 |
Avg Daily Profit (%) | 0.2242 | 0.1965 | 0.0277 | 0.1165 | 0.1682 | 0 |
Buy And Hold Return (%) | 861.7199 | 861.7199 | 861.7199 | 861.7199 | 861.7199 | 861.7199 |
Max Trade Drawdown | -78749 | -66764 | -89274 | -5461506 | -1231789 | -5833169 |
Profit Factor | 2.9456 | 6.2643 | 1.3553 | 1.1806 | 4.7272 | 0.3831 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 64.9123 | 65.5172 | 64.2857 | 64.9123 | 65.5172 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.5922 | 3.297 | 0.7529 | 0.6382 | 2.488 | 0.2129 |
Largest Winning Trade | 110691 | 110691 | 47991 | 3643622 | 3643622 | 622834 |
Largest Losing Trade | -78749 | -39222 | -78749 | -5461506 | -691929 | -5461506 |
Avg Bars in Trades | 119 | 107 | 131 | 119 | 107 | 131 |
Avg Bars in Winners | 106 | 99 | 114 | 106 | 99 | 114 |
Avg Bars in Losers | 143 | 123 | 162 | 143 | 123 | 162 |
Bars Traded | 6808 | 3117 | 3691 | 6808 | 3117 | 3691 |
Profit Streak | 0 | 0 | 198.7889 | 0 | 0 | 198.7889 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -329474 | -147701 | -341148 | -244933 | 623429 | -599005 |
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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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