Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069591.2212 | 1003708.9032 | 65882.3179 | 1787232.4462 | 1362937.1082 | 424295.3381 |
Total P&L (%) | 1069.5912 | 1003.7089 | 65.8823 | 1787.2324 | 1362.9371 | 424.2953 |
Avg Daily Profit (%) | 0.4925 | 0.4622 | 0.0303 | 0.1354 | 0.1236 | 0.0763 |
Buy And Hold Return (%) | 575.5853 | 575.5853 | 575.5853 | 575.5853 | 575.5853 | 575.5853 |
Max Trade Drawdown | -149806 | -117590 | -69347 | -8957515 | -8246004 | -2248408 |
Profit Factor | 3.4695 | 4.262 | 1.5253 | 1.0946 | 1.094 | 1.0965 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.9412 | 50 | 55.8824 | 52.9412 | 50 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.084 | 4.262 | 1.2042 | 0.9729 | 1.094 | 0.8657 |
Largest Winning Trade | 741230 | 741230 | 37426 | 4488143 | 4488143 | 1118194 |
Largest Losing Trade | -56128 | -56128 | -29692 | -4771948 | -4771948 | -1533455 |
Avg Bars in Trades | 88 | 152 | 23 | 88 | 152 | 23 |
Avg Bars in Winners | 99 | 187 | 20 | 99 | 187 | 20 |
Avg Bars in Losers | 75 | 117 | 28 | 75 | 117 | 28 |
Bars Traded | 5987 | 5180 | 807 | 5987 | 5180 | 807 |
Profit Streak | 85.8243 | 93.8243 | 85.8243 | 85.8243 | 93.8243 | 85.8243 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102817 | 341186 | -315092 | -245262 | -148633 | -371231 |
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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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