Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045620.4935 | 1124476.0343 | -78855.5408 | -107722.504 | -1505171.1318 | 1397448.6277 |
Total P&L (%) | 1045.6205 | 1124.476 | -78.8555 | -107.7225 | -1505.1711 | 1397.4486 |
Avg Daily Profit (%) | 0.583 | 0.6269 | -0.044 | 0 | 0 | 0.151 |
Buy And Hold Return (%) | 385.2343 | 385.2343 | 385.2343 | 385.2343 | 385.2343 | 385.2343 |
Max Trade Drawdown | -223768 | -147864 | -233930 | -3774948 | -2274228 | -1502436 |
Profit Factor | 2.7411 | 5.9846 | 0.7897 | 0.9718 | 0.3397 | 1.9085 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 15 | 20 | 23 | 14 | 9 |
Losing Trades | 23 | 14 | 9 | 35 | 15 | 20 |
Profitability (%) | 60.3448 | 51.7241 | 68.9655 | 39.6552 | 48.2759 | 31.0345 |
Ratio Avg Win / Avg Loss | 1.8013 | 5.5857 | 0.3554 | 1.4788 | 0.364 | 4.2411 |
Largest Winning Trade | 697381 | 697381 | 44616 | 2566600 | 697381 | 2566600 |
Largest Losing Trade | -136036 | -84744 | -136036 | -2223808 | -2223808 | -1502436 |
Avg Bars in Trades | 87 | 87 | 87 | 87 | 87 | 87 |
Avg Bars in Winners | 68 | 60 | 74 | 126 | 130 | 120 |
Avg Bars in Losers | 116 | 117 | 116 | 62 | 48 | 72 |
Bars Traded | 5084 | 2551 | 2533 | 5084 | 2551 | 2533 |
Profit Streak | 64.4849 | 0 | 72.4849 | 0 | 91.4849 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164423 | 618799 | -577816 | -762911 | -580944 | 45312 |
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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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