Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221544.0048 | 1171166.9617 | 50377.0431 | 2286218.4415 | 2682678.9833 | -396460.5419 |
Total P&L (%) | 1221.544 | 1171.167 | 50.377 | 2286.2184 | 2682.679 | -396.4605 |
Avg Daily Profit (%) | 0.5611 | 0.538 | 0.0231 | 0.1458 | 0.1529 | 0 |
Buy And Hold Return (%) | 623.1707 | 623.1707 | 623.1707 | 623.1707 | 623.1707 | 623.1707 |
Max Trade Drawdown | -92784 | -58316 | -65982 | -2808970 | -2225295 | -1813253 |
Profit Factor | 3.8922 | 6.6053 | 1.2361 | 1.3058 | 1.6532 | 0.8823 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 46.6667 | 55.1724 | 50.8475 | 46.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.7625 | 7.5489 | 1.0043 | 1.2623 | 1.8894 | 0.7169 |
Largest Winning Trade | 828971 | 828971 | 68224 | 2321059 | 2321059 | 652500 |
Largest Losing Trade | -39672 | -35173 | -39672 | -1511558 | -1511558 | -921063 |
Avg Bars in Trades | 141 | 162 | 118 | 141 | 162 | 118 |
Avg Bars in Winners | 191 | 220 | 166 | 191 | 220 | 166 |
Avg Bars in Losers | 88 | 111 | 60 | 88 | 111 | 60 |
Bars Traded | 8323 | 4875 | 3448 | 8323 | 4875 | 3448 |
Profit Streak | 29.5118 | 51.2618 | 0 | 29.5118 | 51.2618 | 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 | -167897 | 395344 | -327420 | -179203 | 289263 | -580162 |
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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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