Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389199.9835 | 1567260.1754 | -178060.1919 | 14892171.2399 | 13804708.8308 | 1087462.4091 |
Total P&L (%) | 1389.2 | 1567.2602 | -178.0602 | 14892.1712 | 13804.7088 | 1087.4624 |
Avg Daily Profit (%) | 0.6799 | 0.767 | -0.0871 | 0.2455 | 0.2418 | 0.1212 |
Buy And Hold Return (%) | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 |
Max Trade Drawdown | -277319 | -97450 | -329653 | -17378529 | -7764628 | -14140613 |
Profit Factor | 2.561 | 6.0146 | 0.6916 | 1.3033 | 1.5465 | 1.0456 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 18 | 19 | 39 | 19 | 20 |
Losing Trades | 34 | 18 | 16 | 32 | 17 | 15 |
Profitability (%) | 52.1127 | 50 | 54.2857 | 54.9296 | 52.7778 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.3533 | 6.0146 | 0.5824 | 1.0694 | 1.3837 | 0.7842 |
Largest Winning Trade | 828497 | 828497 | 71996 | 8023238 | 8023238 | 6597701 |
Largest Losing Trade | -172457 | -58580 | -172457 | -6100343 | -6100343 | -5651310 |
Avg Bars in Trades | 105 | 92 | 119 | 105 | 92 | 119 |
Avg Bars in Winners | 129 | 104 | 152 | 126 | 101 | 150 |
Avg Bars in Losers | 80 | 80 | 80 | 80 | 82 | 78 |
Bars Traded | 7513 | 3323 | 4190 | 7513 | 3323 | 4190 |
Profit Streak | 0 | 0 | 321.0481 | 0 | 0 | 321.0481 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239481 | -144367 | -579644 | -83445 | 303252 | -367117 |
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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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