Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700977.381 | 574783.606 | 126193.775 | 9279585.7741 | 14938115.7489 | -5658529.9748 |
Total P&L (%) | 700.9774 | 574.7836 | 126.1938 | 9279.5858 | 14938.1157 | -5658.53 |
Avg Daily Profit (%) | 0.2803 | 0.2299 | 0.0505 | 0.1818 | 0.2007 | 0 |
Buy And Hold Return (%) | 788.1156 | 788.1156 | 788.1156 | 788.1156 | 788.1156 | 788.1156 |
Max Trade Drawdown | -59939 | -48009 | -71392 | -9032799 | -1092397 | -10016236 |
Profit Factor | 3.7586 | 9.2322 | 1.6848 | 1.6239 | 6.1844 | 0.5282 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 65.5172 | 68.9655 | 62.069 | 65.5172 | 68.9655 | 62.069 |
Ratio Avg Win / Avg Loss | 1.9782 | 4.1545 | 1.0296 | 0.8547 | 2.783 | 0.3228 |
Largest Winning Trade | 173515 | 173515 | 42146 | 10091105 | 10091105 | 1065224 |
Largest Losing Trade | -36946 | -24401 | -36946 | -6586715 | -956187 | -6586715 |
Avg Bars in Trades | 79 | 68 | 89 | 79 | 68 | 89 |
Avg Bars in Winners | 81 | 69 | 93 | 81 | 69 | 93 |
Avg Bars in Losers | 75 | 67 | 82 | 75 | 67 | 82 |
Bars Traded | 4599 | 1997 | 2602 | 4599 | 1997 | 2602 |
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 | -327657 | -146553 | -287704 | -169309 | 683111 | -579268 |
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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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