Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233434.1208 | 1158163.2432 | 75270.8776 | 5272748.1266 | 4270835.4659 | 1001912.6607 |
Total P&L (%) | 1233.4341 | 1158.1632 | 75.2709 | 5272.7481 | 4270.8355 | 1001.9127 |
Avg Daily Profit (%) | 0.6751 | 0.6339 | 0.0412 | 0.2183 | 0.207 | 0.1314 |
Buy And Hold Return (%) | 709.6302 | 709.6302 | 709.6302 | 709.6302 | 709.6302 | 709.6302 |
Max Trade Drawdown | -120985 | -84107 | -65745 | -2095198 | -1824068 | -1504020 |
Profit Factor | 3.5016 | 5.7298 | 1.3033 | 1.4985 | 1.9133 | 1.1698 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 3.6145 | 6.1118 | 1.3033 | 1.5468 | 2.0409 | 1.1698 |
Largest Winning Trade | 763747 | 763747 | 65752 | 1644194 | 1591811 | 1644194 |
Largest Losing Trade | -34852 | -34495 | -34852 | -1628827 | -1628827 | -936445 |
Avg Bars in Trades | 82 | 95 | 70 | 82 | 95 | 70 |
Avg Bars in Winners | 101 | 114 | 88 | 101 | 114 | 88 |
Avg Bars in Losers | 64 | 77 | 51 | 64 | 77 | 51 |
Bars Traded | 5203 | 2963 | 2240 | 5203 | 2963 | 2240 |
Profit Streak | 0 | 194.957 | 0 | 0 | 194.957 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141148 | 411387 | -303580 | -140706 | 423670 | -88609 |
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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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