Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431728.6951 | 1338139.9259 | 93588.7692 | 1486933.5419 | 1538368.4609 | -51434.919 |
Total P&L (%) | 1431.7287 | 1338.1399 | 93.5888 | 1486.9335 | 1538.3685 | -51.4349 |
Avg Daily Profit (%) | 0.7718 | 0.7214 | 0.0505 | 0.1491 | 0.1509 | -0.0389 |
Buy And Hold Return (%) | 115.1017 | 115.1017 | 115.1017 | 115.1017 | 115.1017 | 115.1017 |
Max Trade Drawdown | -117553 | -75921 | -139072 | -3595783 | -2284647 | -4238536 |
Profit Factor | 3.9331 | 6.4814 | 1.3836 | 1.1143 | 1.2275 | 0.9918 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 5.1917 | 9.1819 | 1.7028 | 1.4708 | 1.739 | 1.2206 |
Largest Winning Trade | 1087657 | 1087657 | 73514 | 3068308 | 3068308 | 1663660 |
Largest Losing Trade | -48273 | -48273 | -41191 | -1923755 | -1923755 | -1245239 |
Avg Bars in Trades | 122 | 116 | 128 | 122 | 116 | 128 |
Avg Bars in Winners | 199 | 184 | 214 | 199 | 184 | 214 |
Avg Bars in Losers | 63 | 68 | 57 | 63 | 68 | 57 |
Bars Traded | 7093 | 3381 | 3712 | 7093 | 3381 | 3712 |
Profit Streak | 52.5649 | 0 | 66.3149 | 52.5649 | 0 | 66.3149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161680 | 634125 | -291117 | -269982 | 178641 | -580619 |
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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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