Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1708702.7654 | 1831433.6222 | -122730.8568 | -63190.5882 | -633819.3186 | 570628.7303 |
Total P&L (%) | 1708.7028 | 1831.4336 | -122.7309 | -63.1906 | -633.8193 | 570.6287 |
Avg Daily Profit (%) | 0.754 | 0.8081 | -0.0542 | -0.0441 | 0 | 0.084 |
Buy And Hold Return (%) | 467.4044 | 467.4044 | 467.4044 | 467.4044 | 467.4044 | 467.4044 |
Max Trade Drawdown | -352562 | -177040 | -190119 | -6441249 | -3873914 | -3019445 |
Profit Factor | 3.9026 | 7.2204 | 0.5829 | 0.9921 | 0.8712 | 1.1843 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 38.9831 | 41.3793 | 36.6667 | 38.9831 | 41.3793 | 36.6667 |
Ratio Avg Win / Avg Loss | 6.1085 | 10.2289 | 1.0068 | 1.5529 | 1.2342 | 2.0456 |
Largest Winning Trade | 1765337 | 1765337 | 35601 | 3121957 | 3121957 | 1174414 |
Largest Losing Trade | -72801 | -60496 | -72801 | -2643446 | -1928622 | -2643446 |
Avg Bars in Trades | 107 | 172 | 44 | 107 | 172 | 44 |
Avg Bars in Winners | 114 | 142 | 83 | 114 | 142 | 83 |
Avg Bars in Losers | 103 | 193 | 22 | 103 | 193 | 22 |
Bars Traded | 6350 | 5004 | 1346 | 6350 | 5004 | 1346 |
Profit Streak | 101.2624 | 105.9291 | 101.2624 | 101.2624 | 105.9291 | 101.2624 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165869 | 596167 | -583783 | -761103 | -581957 | -198809 |
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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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