Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274879.8364 | 1191721.2305 | 83158.6059 | 4527627.1005 | 1730607.3886 | 2797019.7119 |
Total P&L (%) | 1274.8798 | 1191.7212 | 83.1586 | 4527.6271 | 1730.6074 | 2797.0197 |
Avg Daily Profit (%) | 0.5653 | 0.5284 | 0.0369 | 0.1702 | 0.129 | 0.1494 |
Buy And Hold Return (%) | 360.8553 | 360.8553 | 360.8553 | 360.8553 | 360.8553 | 360.8553 |
Max Trade Drawdown | -98631 | -47334 | -147979 | -2542868 | -1351123 | -1297329 |
Profit Factor | 4.2298 | 7.8602 | 1.3763 | 1.8319 | 1.6393 | 2.0225 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 55.2239 | 50 | 60.6061 | 55.2239 | 50 | 60.6061 |
Ratio Avg Win / Avg Loss | 3.4295 | 7.8602 | 0.8946 | 1.4853 | 1.6393 | 1.3146 |
Largest Winning Trade | 752043 | 752043 | 57160 | 2032011 | 1611631 | 2032011 |
Largest Losing Trade | -58023 | -47334 | -58023 | -1297329 | -796720 | -1297329 |
Avg Bars in Trades | 127 | 117 | 136 | 127 | 117 | 136 |
Avg Bars in Winners | 165 | 141 | 186 | 165 | 141 | 186 |
Avg Bars in Losers | 79 | 93 | 61 | 79 | 93 | 61 |
Bars Traded | 8514 | 3996 | 4518 | 8514 | 3996 | 4518 |
Profit Streak | 47.7822 | 47.7822 | 154.0322 | 47.7822 | 47.7822 | 154.0322 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103082 | 630096 | -307834 | -108687 | -17837 | 439628 |
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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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