Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553914.8512 | 492086.3762 | 61828.475 | -2655769.3884 | 8415321.8916 | -11071091.28 |
Total P&L (%) | 553.9149 | 492.0864 | 61.8285 | -2655.7694 | 8415.3219 | -11071.0913 |
Avg Daily Profit (%) | 0.2215 | 0.1968 | 0.0247 | 0 | 0.1779 | 0 |
Buy And Hold Return (%) | 858.8673 | 858.8673 | 858.8673 | 858.8673 | 858.8673 | 858.8673 |
Max Trade Drawdown | -118976 | -31874 | -120621 | -13550004 | -257035 | -13306372 |
Profit Factor | 2.7939 | 7.6819 | 1.263 | 0.8239 | 10.7596 | 0.2212 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 38 | 20 | 18 | 35 | 17 | 18 |
Losing Trades | 19 | 9 | 10 | 22 | 12 | 10 |
Profitability (%) | 66.6667 | 68.9655 | 64.2857 | 61.4035 | 58.6207 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.397 | 3.4568 | 0.7016 | 0.5179 | 7.595 | 0.1229 |
Largest Winning Trade | 98899 | 98899 | 47917 | 5466689 | 5466689 | 627379 |
Largest Losing Trade | -118921 | -21333 | -118921 | -13074507 | -182668 | -13074507 |
Avg Bars in Trades | 81 | 79 | 82 | 81 | 79 | 82 |
Avg Bars in Winners | 72 | 74 | 69 | 72 | 76 | 69 |
Avg Bars in Losers | 98 | 91 | 104 | 94 | 85 | 104 |
Bars Traded | 4618 | 2319 | 2299 | 4618 | 2319 | 2299 |
Profit Streak | 181.1442 | 403.1442 | 181.1442 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -329317 | -145893 | -346043 | -758799 | 627824 | -599981 |
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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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