Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157370.5651 | 1065175.8152 | 92194.7499 | 2504383.9557 | 2000782.5811 | 503601.3747 |
Total P&L (%) | 1157.3706 | 1065.1758 | 92.1948 | 2504.384 | 2000.7826 | 503.6014 |
Avg Daily Profit (%) | 0.6269 | 0.5769 | 0.0499 | 0.1767 | 0.1651 | 0.0974 |
Buy And Hold Return (%) | 293.5722 | 293.5722 | 293.5722 | 293.5722 | 293.5722 | 293.5722 |
Max Trade Drawdown | -87507 | -96941 | -51865 | -917097 | -1091158 | -710634 |
Profit Factor | 3.6106 | 5.5833 | 1.4371 | 1.5993 | 2.0399 | 1.2234 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 53.125 | 48.3871 | 50.7937 | 53.125 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.4978 | 4.9265 | 1.5329 | 1.5493 | 1.7999 | 1.3049 |
Largest Winning Trade | 897811 | 897811 | 52199 | 878842 | 621229 | 878842 |
Largest Losing Trade | -41309 | -41309 | -31803 | -544664 | -544664 | -509273 |
Avg Bars in Trades | 110 | 121 | 99 | 110 | 121 | 99 |
Avg Bars in Winners | 149 | 147 | 150 | 149 | 147 | 150 |
Avg Bars in Losers | 70 | 91 | 51 | 70 | 91 | 51 |
Bars Traded | 6960 | 3877 | 3083 | 6960 | 3877 | 3083 |
Profit Streak | 52.727 | 336.227 | 0 | 52.727 | 336.227 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134144 | 672001 | -290637 | -139470 | 476290 | -72334 |
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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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