Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1464019.1542 | 1320304.1067 | 143715.0476 | 3649963.2018 | 98953.2188 | 3551009.9829 |
Total P&L (%) | 1464.0192 | 1320.3041 | 143.715 | 3649.9632 | 98.9532 | 3551.01 |
Avg Daily Profit (%) | 0.7902 | 0.7126 | 0.0776 | 0.1958 | 0.0371 | 0.1944 |
Buy And Hold Return (%) | 65.8617 | 65.8617 | 65.8617 | 65.8617 | 65.8617 | 65.8617 |
Max Trade Drawdown | -83578 | -96256 | -42215 | -3575932 | -3286899 | -1065829 |
Profit Factor | 5.4245 | 7.5924 | 2.1003 | 1.3398 | 1.0137 | 2.0051 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 52.5424 | 43.3333 | 62.069 | 52.5424 | 43.3333 | 62.069 |
Ratio Avg Win / Avg Loss | 4.8996 | 9.9285 | 1.2835 | 1.2102 | 1.3256 | 1.2253 |
Largest Winning Trade | 1125297 | 1125297 | 61260 | 2611196 | 2611196 | 1679588 |
Largest Losing Trade | -33993 | -33993 | -33856 | -1504307 | -1504307 | -988930 |
Avg Bars in Trades | 174 | 147 | 201 | 174 | 147 | 201 |
Avg Bars in Winners | 233 | 209 | 251 | 233 | 209 | 251 |
Avg Bars in Losers | 108 | 100 | 120 | 108 | 100 | 120 |
Bars Traded | 10277 | 4428 | 5849 | 10277 | 4428 | 5849 |
Profit Streak | 0 | 0 | 322.3161 | 0 | 0 | 322.3161 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157982 | 659053 | -89323 | -170841 | -361564 | 487551 |
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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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