Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493428.2084 | 1419648.0035 | 73780.2049 | 3395260.5476 | 1501284.6074 | 1893975.9402 |
Total P&L (%) | 1493.4282 | 1419.648 | 73.7802 | 3395.2605 | 1501.2846 | 1893.9759 |
Avg Daily Profit (%) | 0.6616 | 0.6289 | 0.0327 | 0.1576 | 0.1229 | 0.1327 |
Buy And Hold Return (%) | 412.6607 | 412.6607 | 412.6607 | 412.6607 | 412.6607 | 412.6607 |
Max Trade Drawdown | -119086 | -50274 | -106495 | -1464804 | -1200668 | -1582443 |
Profit Factor | 4.3487 | 7.7534 | 1.313 | 1.4019 | 1.3742 | 1.427 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 49.2754 | 48.5714 | 50 | 49.2754 | 48.5714 | 50 |
Ratio Avg Win / Avg Loss | 4.4766 | 8.2095 | 1.313 | 1.4432 | 1.455 | 1.427 |
Largest Winning Trade | 956354 | 956354 | 58643 | 1339357 | 1190702 | 1339357 |
Largest Losing Trade | -50445 | -30737 | -50445 | -1003780 | -600357 | -1003780 |
Avg Bars in Trades | 91 | 83 | 100 | 91 | 83 | 100 |
Avg Bars in Winners | 139 | 124 | 154 | 139 | 124 | 154 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 6342 | 2913 | 3429 | 6342 | 2913 | 3429 |
Profit Streak | 0 | 0 | 317.4869 | 0 | 0 | 317.4869 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89819 | 610087 | -313891 | -98177 | -31045 | -15390 |
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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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