Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569354.8123 | 1475924.9138 | 93429.8985 | 4429557.7082 | 2664447.676 | 1765110.0322 |
Total P&L (%) | 1569.3548 | 1475.9249 | 93.4299 | 4429.5577 | 2664.4477 | 1765.11 |
Avg Daily Profit (%) | 0.8585 | 0.8074 | 0.0511 | 0.2088 | 0.1818 | 0.1602 |
Buy And Hold Return (%) | 773.1052 | 773.1052 | 773.1052 | 773.1052 | 773.1052 | 773.1052 |
Max Trade Drawdown | -125515 | -111628 | -34578 | -2726878 | -2365672 | -1264187 |
Profit Factor | 4.9949 | 7.3113 | 1.5877 | 1.4725 | 1.5535 | 1.3869 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 44.1176 | 35.2941 | 52.9412 | 44.1176 | 35.2941 | 52.9412 |
Ratio Avg Win / Avg Loss | 6.3269 | 13.4041 | 1.4113 | 1.8651 | 2.8481 | 1.2328 |
Largest Winning Trade | 870175 | 870175 | 65455 | 2541915 | 2541915 | 1900662 |
Largest Losing Trade | -48133 | -48133 | -25902 | -1264187 | -989605 | -1264187 |
Avg Bars in Trades | 99 | 105 | 94 | 99 | 105 | 94 |
Avg Bars in Winners | 163 | 191 | 144 | 163 | 191 | 144 |
Avg Bars in Losers | 49 | 57 | 38 | 49 | 57 | 38 |
Bars Traded | 6774 | 3573 | 3201 | 6774 | 3573 | 3201 |
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 | -101746 | 304902 | -288231 | -106550 | 78323 | 132306 |
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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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