Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619356.163 | 526356.3946 | 92999.7684 | 2959341.3144 | 8100847.142 | -5141505.8276 |
Total P&L (%) | 619.3562 | 526.3564 | 92.9998 | 2959.3413 | 8100.8471 | -5141.5058 |
Avg Daily Profit (%) | 0.2477 | 0.2105 | 0.0372 | 0.1369 | 0.1764 | 0 |
Buy And Hold Return (%) | 852.6045 | 852.6045 | 852.6045 | 852.6045 | 852.6045 | 852.6045 |
Max Trade Drawdown | -73531 | -61073 | -84830 | -7182349 | -1403495 | -7733424 |
Profit Factor | 3.1714 | 5.3643 | 1.5649 | 1.2516 | 4.2345 | 0.4446 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 64.4068 | 63.3333 | 65.5172 | 64.4068 | 63.3333 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.7526 | 3.1056 | 0.8236 | 0.6917 | 2.4515 | 0.234 |
Largest Winning Trade | 148874 | 148874 | 35980 | 5574539 | 5574539 | 676843 |
Largest Losing Trade | -73531 | -35995 | -73531 | -7182349 | -791170 | -7182349 |
Avg Bars in Trades | 77 | 63 | 92 | 77 | 63 | 92 |
Avg Bars in Winners | 78 | 58 | 99 | 78 | 58 | 99 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 4583 | 1901 | 2682 | 4583 | 1901 | 2682 |
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 | -328903 | -147907 | -307002 | -192062 | 603015 | -578821 |
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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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