Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082267.5983 | 965605.8073 | 116661.791 | 4263682.4855 | 2966970.4871 | 1296711.9984 |
Total P&L (%) | 1082.2676 | 965.6058 | 116.6618 | 4263.6825 | 2966.9705 | 1296.712 |
Avg Daily Profit (%) | 0.5871 | 0.5238 | 0.0633 | 0.2051 | 0.1859 | 0.1431 |
Buy And Hold Return (%) | 109.9757 | 109.9757 | 109.9757 | 109.9757 | 109.9757 | 109.9757 |
Max Trade Drawdown | -58672 | -61832 | -29187 | -652173 | -674429 | -638154 |
Profit Factor | 5.0843 | 8.9831 | 1.81 | 2.3266 | 3.2341 | 1.6876 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 40.3226 | 45.1613 | 35.4839 | 40.3226 | 45.1613 | 35.4839 |
Ratio Avg Win / Avg Loss | 7.5248 | 10.9081 | 3.2909 | 3.4434 | 3.9272 | 3.0683 |
Largest Winning Trade | 834924 | 834924 | 51868 | 1364759 | 1364759 | 1177680 |
Largest Losing Trade | -27235 | -16480 | -27235 | -592030 | -161594 | -592030 |
Avg Bars in Trades | 83 | 79 | 86 | 83 | 79 | 86 |
Avg Bars in Winners | 157 | 132 | 190 | 157 | 132 | 190 |
Avg Bars in Losers | 32 | 36 | 29 | 32 | 36 | 29 |
Bars Traded | 5159 | 2476 | 2683 | 5159 | 2476 | 2683 |
Profit Streak | 102.6341 | 102.9675 | 0 | 102.6341 | 102.9675 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142777 | 647026 | -257535 | -149468 | 458569 | -4020 |
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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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