Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156013.2382 | 1044779.9691 | 111233.269 | 4400303.6473 | 1807419.0204 | 2592884.6268 |
Total P&L (%) | 1156.0132 | 1044.78 | 111.2333 | 4400.3036 | 1807.419 | 2592.8846 |
Avg Daily Profit (%) | 0.6251 | 0.565 | 0.0601 | 0.2061 | 0.1596 | 0.1782 |
Buy And Hold Return (%) | 177.1699 | 177.1699 | 177.1699 | 177.1699 | 177.1699 | 177.1699 |
Max Trade Drawdown | -91223 | -43579 | -75336 | -1769280 | -1444734 | -1343233 |
Profit Factor | 3.3141 | 6.6838 | 1.3523 | 1.5276 | 1.3982 | 1.6822 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 47.7612 | 50 | 45.4545 | 47.7612 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.6247 | 6.6838 | 1.6227 | 1.6708 | 1.3982 | 2.0186 |
Largest Winning Trade | 659238 | 659238 | 77314 | 1925325 | 1620414 | 1925325 |
Largest Losing Trade | -53150 | -34690 | -53150 | -712872 | -712872 | -648913 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 127 | 116 | 140 | 127 | 116 | 140 |
Avg Bars in Losers | 37 | 32 | 42 | 37 | 32 | 42 |
Bars Traded | 5401 | 2531 | 2870 | 5401 | 2531 | 2870 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104457 | 681578 | -278664 | -111472 | 300912 | 332857 |
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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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