Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1235959.8972 | 1227354.4976 | 8605.3997 | 2283185.2073 | 4435995.7785 | -2152810.5712 |
Total P&L (%) | 1235.9599 | 1227.3545 | 8.6054 | 2283.1852 | 4435.9958 | -2152.8106 |
Avg Daily Profit (%) | 0.5621 | 0.5582 | 0.0039 | 0.1443 | 0.1736 | 0 |
Buy And Hold Return (%) | 769.4247 | 769.4247 | 769.4247 | 769.4247 | 769.4247 | 769.4247 |
Max Trade Drawdown | -110253 | -85440 | -81367 | -5960426 | -2763316 | -3796611 |
Profit Factor | 3.4175 | 6.6162 | 1.0294 | 1.1981 | 1.8514 | 0.659 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 3.638 | 8.5065 | 0.9083 | 1.2754 | 2.3804 | 0.5815 |
Largest Winning Trade | 684534 | 684534 | 66567 | 6160056 | 6160056 | 793555 |
Largest Losing Trade | -57872 | -34388 | -57872 | -2081667 | -2081667 | -2030334 |
Avg Bars in Trades | 97 | 91 | 102 | 97 | 91 | 102 |
Avg Bars in Winners | 132 | 131 | 134 | 132 | 131 | 134 |
Avg Bars in Losers | 63 | 60 | 66 | 63 | 60 | 66 |
Bars Traded | 6209 | 2930 | 3279 | 6209 | 2930 | 3279 |
Profit Streak | 84.2688 | 121.6021 | 84.2688 | 84.2688 | 121.6021 | 84.2688 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134990 | 293121 | -542289 | -148811 | 309787 | -579847 |
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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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