Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1944696.3529 | 1874059.5653 | 70636.7877 | 1012062.7058 | 419923.9149 | 592138.7909 |
Total P&L (%) | 1944.6964 | 1874.0596 | 70.6368 | 1012.0627 | 419.9239 | 592.1388 |
Avg Daily Profit (%) | 1.0492 | 1.0111 | 0.0381 | 0.13 | 0.089 | 0.1044 |
Buy And Hold Return (%) | 64.8449 | 64.8449 | 64.8449 | 64.8449 | 64.8449 | 64.8449 |
Max Trade Drawdown | -100876 | -116453 | -46837 | -2036330 | -2452540 | -813325 |
Profit Factor | 5.2734 | 8.6335 | 1.3371 | 1.1293 | 1.093 | 1.1788 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 40.3509 | 34.4828 | 46.4286 | 40.3509 | 34.4828 | 46.4286 |
Ratio Avg Win / Avg Loss | 7.7955 | 16.4037 | 1.5428 | 1.6694 | 2.0767 | 1.3601 |
Largest Winning Trade | 1790298 | 1790298 | 61518 | 2165082 | 2165082 | 899510 |
Largest Losing Trade | -46837 | -29015 | -46837 | -818634 | -818634 | -674457 |
Avg Bars in Trades | 123 | 113 | 133 | 123 | 113 | 133 |
Avg Bars in Winners | 204 | 202 | 206 | 204 | 202 | 206 |
Avg Bars in Losers | 68 | 66 | 70 | 68 | 66 | 70 |
Bars Traded | 7040 | 3289 | 3751 | 7040 | 3289 | 3751 |
Profit Streak | 34.7942 | 35.5442 | 0 | 34.7942 | 35.5442 | 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 | -161332 | 587905 | -301005 | -278889 | -197174 | -99448 |
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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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