Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029304.9215 | 844230.1291 | 185074.7924 | 10310280.8164 | 13221887.6414 | -2911606.825 |
Total P&L (%) | 1029.3049 | 844.2301 | 185.0748 | 10310.2808 | 13221.8876 | -2911.6068 |
Avg Daily Profit (%) | 0.4116 | 0.3376 | 0.074 | 0.1859 | 0.1958 | 0 |
Buy And Hold Return (%) | 859.191 | 859.191 | 859.191 | 859.191 | 859.191 | 859.191 |
Max Trade Drawdown | -109882 | -65854 | -89195 | -4658820 | -970351 | -5179337 |
Profit Factor | 4.027 | 6.829 | 1.9481 | 2.025 | 6.1293 | 0.6108 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 67.2414 | 65.5172 | 68.9655 | 67.2414 | 65.5172 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.9619 | 3.5942 | 0.8766 | 0.9865 | 3.2259 | 0.2749 |
Largest Winning Trade | 311205 | 311205 | 59004 | 4543856 | 4543856 | 1170157 |
Largest Losing Trade | -89195 | -35626 | -89195 | -4658820 | -701888 | -4658820 |
Avg Bars in Trades | 77 | 90 | 64 | 77 | 90 | 64 |
Avg Bars in Winners | 94 | 102 | 86 | 94 | 102 | 86 |
Avg Bars in Losers | 42 | 67 | 15 | 42 | 67 | 15 |
Bars Traded | 4492 | 2625 | 1867 | 4492 | 2625 | 1867 |
Profit Streak | 75.0129 | 78.0129 | 0 | 75.0129 | 78.0129 | 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 | -263959 | -145521 | -256591 | -167718 | 685595 | -578374 |
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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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