Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224909.985 | 1201678.3918 | 23231.5932 | 406222.6598 | 1627554.1233 | -1221331.4635 |
Total P&L (%) | 1224.91 | 1201.6784 | 23.2316 | 406.2227 | 1627.5541 | -1221.3315 |
Avg Daily Profit (%) | 0.6634 | 0.6508 | 0.0126 | 0.0879 | 0.1544 | 0 |
Buy And Hold Return (%) | 105.8016 | 105.8016 | 105.8016 | 105.8016 | 105.8016 | 105.8016 |
Max Trade Drawdown | -120180 | -84658 | -94868 | -1364194 | -726229 | -1415180 |
Profit Factor | 3.2745 | 5.2417 | 1.091 | 1.0858 | 1.7547 | 0.5265 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 46.9697 | 51.5152 | 42.4242 | 46.9697 | 51.5152 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.697 | 4.9334 | 1.4807 | 1.2259 | 1.6515 | 0.7146 |
Largest Winning Trade | 1060554 | 1060554 | 68354 | 1295972 | 1295972 | 292177 |
Largest Losing Trade | -52353 | -47788 | -52353 | -742455 | -369387 | -742455 |
Avg Bars in Trades | 163 | 175 | 152 | 163 | 175 | 152 |
Avg Bars in Winners | 226 | 229 | 223 | 226 | 229 | 223 |
Avg Bars in Losers | 108 | 118 | 99 | 108 | 118 | 99 |
Bars Traded | 10813 | 5792 | 5021 | 10813 | 5792 | 5021 |
Profit Streak | 0 | 0 | 67.6449 | 0 | 0 | 67.6449 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111698 | 721240 | -464629 | -334143 | 401283 | -583190 |
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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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