Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2149599.5387 | 2055893.4306 | 93706.108 | 3078040.5807 | 2559507.4113 | 518533.1694 |
Total P&L (%) | 2149.5995 | 2055.8934 | 93.7061 | 3078.0406 | 2559.5074 | 518.5332 |
Avg Daily Profit (%) | 0.9533 | 0.9118 | 0.0416 | 0.1535 | 0.1456 | 0.0808 |
Buy And Hold Return (%) | 133.1115 | 133.1115 | 133.1115 | 133.1115 | 133.1115 | 133.1115 |
Max Trade Drawdown | -121589 | -69385 | -112502 | -7631167 | -3304409 | -5525382 |
Profit Factor | 4.7959 | 8.5786 | 1.3176 | 1.1974 | 1.4263 | 1.0541 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50.7463 | 48.4848 | 52.9412 | 50.7463 | 48.4848 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.6548 | 9.1148 | 1.1712 | 1.1621 | 1.5155 | 0.9369 |
Largest Winning Trade | 1292619 | 1292619 | 67013 | 3219700 | 3219700 | 3087079 |
Largest Losing Trade | -52060 | -50259 | -52060 | -3749184 | -1525495 | -3749184 |
Avg Bars in Trades | 199 | 174 | 223 | 199 | 174 | 223 |
Avg Bars in Winners | 240 | 214 | 264 | 240 | 214 | 264 |
Avg Bars in Losers | 157 | 137 | 177 | 157 | 137 | 177 |
Bars Traded | 13373 | 5772 | 7601 | 13373 | 5772 | 7601 |
Profit Streak | 45.9761 | 0 | 67.6428 | 45.9761 | 0 | 67.6428 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99401 | 762380 | -302059 | -116139 | 111667 | -248721 |
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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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