Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256035.4001 | 1235640.6277 | 20394.7724 | 1336059.0405 | 4012043.9825 | -2675984.942 |
Total P&L (%) | 1256.0354 | 1235.6406 | 20.3948 | 1336.059 | 4012.044 | -2675.9849 |
Avg Daily Profit (%) | 0.6922 | 0.6809 | 0.0112 | 0.1469 | 0.205 | 0 |
Buy And Hold Return (%) | 723.4749 | 723.4749 | 723.4749 | 723.4749 | 723.4749 | 723.4749 |
Max Trade Drawdown | -152493 | -94747 | -94067 | -5183647 | -3151494 | -2946511 |
Profit Factor | 3.4174 | 5.3648 | 1.0862 | 1.1113 | 1.6579 | 0.5467 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 4.1244 | 6.8975 | 1.2311 | 1.3413 | 2.1316 | 0.6196 |
Largest Winning Trade | 732624 | 732624 | 71467 | 4291515 | 4291515 | 897421 |
Largest Losing Trade | -45750 | -45750 | -41193 | -1658423 | -1658423 | -1528166 |
Avg Bars in Trades | 79 | 110 | 49 | 79 | 110 | 49 |
Avg Bars in Winners | 95 | 140 | 53 | 95 | 140 | 53 |
Avg Bars in Losers | 66 | 87 | 44 | 66 | 87 | 44 |
Bars Traded | 5094 | 3526 | 1568 | 5094 | 3526 | 1568 |
Profit Streak | 99.3572 | 99.3572 | 207.3572 | 99.3572 | 99.3572 | 207.3572 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134510 | 340980 | -469535 | -247098 | 300532 | -581049 |
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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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