Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655516.5735 | 616694.1784 | 38822.3952 | 312851.3508 | 16142064.3042 | -15829212.9534 |
Total P&L (%) | 655.5166 | 616.6942 | 38.8224 | 312.8514 | 16142.0643 | -15829.213 |
Avg Daily Profit (%) | 0.2622 | 0.2467 | 0.0155 | 0.0567 | 0.2038 | 0 |
Buy And Hold Return (%) | 851.4941 | 851.4941 | 851.4941 | 851.4941 | 851.4941 | 851.4941 |
Max Trade Drawdown | -167867 | -44683 | -158262 | -16867308 | -1214284 | -17138535 |
Profit Factor | 2.4504 | 6.0968 | 1.1173 | 1.0123 | 9.2441 | 0.3241 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 61.6667 | 66.6667 | 56.6667 | 61.6667 | 66.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.5232 | 3.0484 | 0.8544 | 0.6293 | 4.6221 | 0.2479 |
Largest Winning Trade | 185351 | 185351 | 60543 | 8870886 | 8870886 | 1019454 |
Largest Losing Trade | -94342 | -44683 | -94342 | -11230179 | -829181 | -11230179 |
Avg Bars in Trades | 76 | 83 | 69 | 76 | 83 | 69 |
Avg Bars in Winners | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Losers | 60 | 89 | 38 | 60 | 89 | 38 |
Bars Traded | 4588 | 2490 | 2098 | 4588 | 2490 | 2098 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -324526 | -146699 | -430219 | -663561 | 673618 | -579961 |
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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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