Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665796.2019 | 600554.7717 | 65241.4303 | -2841934.4698 | 7868556.5992 | -10710491.069 |
Total P&L (%) | 665.7962 | 600.5548 | 65.2414 | -2841.9345 | 7868.5566 | -10710.4911 |
Avg Daily Profit (%) | 0.2662 | 0.2401 | 0.0261 | 0 | 0.1752 | 0 |
Buy And Hold Return (%) | 841.6989 | 841.6989 | 841.6989 | 841.6989 | 841.6989 | 841.6989 |
Max Trade Drawdown | -131873 | -41840 | -128392 | -10930353 | -935442 | -11928204 |
Profit Factor | 2.5031 | 6.9239 | 1.191 | 0.8372 | 4.5001 | 0.296 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 42 | 20 | 22 | 40 | 20 | 20 |
Losing Trades | 19 | 10 | 9 | 21 | 10 | 11 |
Profitability (%) | 68.8525 | 66.6667 | 70.9677 | 65.5738 | 66.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.1323 | 3.462 | 0.4872 | 0.4396 | 2.25 | 0.1628 |
Largest Winning Trade | 158351 | 158351 | 34910 | 5018931 | 5018931 | 546542 |
Largest Losing Trade | -122497 | -34617 | -122497 | -10030588 | -794600 | -10030588 |
Avg Bars in Trades | 115 | 115 | 116 | 115 | 115 | 116 |
Avg Bars in Winners | 112 | 104 | 119 | 106 | 99 | 113 |
Avg Bars in Losers | 123 | 136 | 110 | 134 | 146 | 122 |
Bars Traded | 7075 | 3458 | 3617 | 7075 | 3458 | 3617 |
Profit Streak | 167.0922 | 168.7588 | 167.0922 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -315687 | -145788 | -332253 | -744758 | 625211 | -578936 |
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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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