Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1897017.1259 | 1832553.9953 | 64463.1306 | 4562385.836 | 2396118.8361 | 2166266.9999 |
Total P&L (%) | 1897.0171 | 1832.554 | 64.4631 | 4562.3858 | 2396.1188 | 2166.267 |
Avg Daily Profit (%) | 0.9109 | 0.88 | 0.031 | 0.1847 | 0.1546 | 0.15 |
Buy And Hold Return (%) | 994.5313 | 994.5313 | 994.5313 | 994.5313 | 994.5313 | 994.5313 |
Max Trade Drawdown | -173793 | -65296 | -142030 | -5894225 | -4709393 | -3725070 |
Profit Factor | 4.7929 | 8.852 | 1.2416 | 1.2368 | 1.2289 | 1.2461 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 36.3636 | 40.625 | 38.4615 | 36.3636 | 40.625 |
Ratio Avg Win / Avg Loss | 7.6686 | 15.491 | 1.8147 | 1.9789 | 2.1506 | 1.8213 |
Largest Winning Trade | 1357468 | 1357468 | 62777 | 3952454 | 3952454 | 2295415 |
Largest Losing Trade | -42269 | -37352 | -42269 | -2881988 | -2556201 | -2881988 |
Avg Bars in Trades | 379 | 348 | 412 | 379 | 348 | 412 |
Avg Bars in Winners | 685 | 648 | 718 | 685 | 648 | 718 |
Avg Bars in Losers | 188 | 176 | 202 | 188 | 176 | 202 |
Bars Traded | 24686 | 11488 | 13198 | 24686 | 11488 | 13198 |
Profit Streak | 0 | 0 | 157.9714 | 0 | 0 | 157.9714 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127365 | 305920 | -319185 | -133749 | -1077 | 636 |
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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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