Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1592293.3889 | 1478236.3577 | 114057.0312 | 7468812.9946 | -161299.8336 | 7630112.8282 |
Total P&L (%) | 1592.2934 | 1478.2364 | 114.057 | 7468.813 | -161.2998 | 7630.1128 |
Avg Daily Profit (%) | 0.8455 | 0.7849 | 0.0606 | 0.23 | 0 | 0.2311 |
Buy And Hold Return (%) | 461.1602 | 461.1602 | 461.1602 | 461.1602 | 461.1602 | 461.1602 |
Max Trade Drawdown | -114661 | -117941 | -36095 | -8592311 | -10073628 | -2716213 |
Profit Factor | 4.905 | 6.4469 | 1.8364 | 1.2431 | 0.993 | 1.9808 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 50.8197 | 41.9355 | 60 | 50.8197 | 41.9355 | 60 |
Ratio Avg Win / Avg Loss | 4.7467 | 8.9265 | 1.2242 | 1.203 | 1.3749 | 1.3206 |
Largest Winning Trade | 954285 | 954285 | 62815 | 8003741 | 8003741 | 3156941 |
Largest Losing Trade | -30604 | -28624 | -30604 | -3061186 | -3061186 | -2516296 |
Avg Bars in Trades | 177 | 150 | 205 | 177 | 150 | 205 |
Avg Bars in Winners | 245 | 256 | 237 | 245 | 256 | 237 |
Avg Bars in Losers | 107 | 74 | 158 | 107 | 74 | 158 |
Bars Traded | 10849 | 4671 | 6178 | 10849 | 4671 | 6178 |
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 | -147671 | 556582 | -274213 | -157863 | -582287 | 439368 |
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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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