Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779410.6823 | 734662.1803 | 44748.502 | 1971051.8167 | 4139385.1182 | -2168333.3014 |
Total P&L (%) | 779.4107 | 734.6622 | 44.7485 | 1971.0518 | 4139.3851 | -2168.3333 |
Avg Daily Profit (%) | 0.3116 | 0.2937 | 0.0179 | 0.1213 | 0.1499 | 0 |
Buy And Hold Return (%) | 826.7361 | 826.7361 | 826.7361 | 826.7361 | 826.7361 | 826.7361 |
Max Trade Drawdown | -125244 | -42855 | -128885 | -3168544 | -1415637 | -4287929 |
Profit Factor | 2.8903 | 6.5194 | 1.1603 | 1.2233 | 2.5578 | 0.6486 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.5174 | 4.6019 | 1.2431 | 1.0654 | 1.8055 | 0.6949 |
Largest Winning Trade | 299651 | 299651 | 55099 | 2326970 | 2326970 | 1199353 |
Largest Losing Trade | -70046 | -23597 | -70046 | -1874636 | -749934 | -1874636 |
Avg Bars in Trades | 79 | 78 | 80 | 79 | 78 | 80 |
Avg Bars in Winners | 115 | 108 | 124 | 115 | 108 | 124 |
Avg Bars in Losers | 38 | 35 | 39 | 38 | 35 | 39 |
Bars Traded | 4616 | 2278 | 2338 | 4616 | 2278 | 2338 |
Profit Streak | 69.5221 | 95.5221 | 0 | 69.5221 | 95.5221 | 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 | -329762 | -146788 | -379687 | -213929 | 456821 | -581503 |
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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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