Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1598436.854 | 1483390.6881 | 115046.166 | 2225014.1278 | 2442596.2354 | -217582.1076 |
Total P&L (%) | 1598.4369 | 1483.3907 | 115.0462 | 2225.0141 | 2442.5962 | -217.5821 |
Avg Daily Profit (%) | 0.6899 | 0.6402 | 0.0497 | 0.1359 | 0.1398 | 0 |
Buy And Hold Return (%) | 101.4113 | 101.4113 | 101.4113 | 101.4113 | 101.4113 | 101.4113 |
Max Trade Drawdown | -115490 | -39134 | -106932 | -4292224 | -1547201 | -2943355 |
Profit Factor | 5.6028 | 10.2201 | 1.6172 | 1.3002 | 1.6752 | 0.9427 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 62.7119 | 66.6667 | 58.6207 | 62.7119 | 66.6667 | 58.6207 |
Ratio Avg Win / Avg Loss | 3.3314 | 5.1101 | 1.1416 | 0.7731 | 0.8376 | 0.6654 |
Largest Winning Trade | 1336701 | 1336701 | 90509 | 3427934 | 3427934 | 1131970 |
Largest Losing Trade | -84150 | -31340 | -84150 | -2782769 | -1509455 | -2782769 |
Avg Bars in Trades | 69 | 61 | 77 | 69 | 61 | 77 |
Avg Bars in Winners | 86 | 63 | 113 | 86 | 63 | 113 |
Avg Bars in Losers | 40 | 59 | 25 | 40 | 59 | 25 |
Bars Traded | 4092 | 1857 | 2235 | 4092 | 1857 | 2235 |
Profit Streak | 0 | 0 | 315.0996 | 0 | 0 | 315.0996 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157390 | 807897 | -246171 | -190643 | -3546 | -578348 |
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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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